+98.2%
DG vs BTG
+159.3%
-61.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | -6.5% | -3.8% | -2.7% | -6.3% |
| 30D | +4.2% | +3.6% | +0.5% | +3.9% |
| 3M | +9.5% | +32.0% | -22.5% | +7.4% |
| 6M | -13.1% | +3.4% | -16.5% | -13.7% |
| YTD | -4.8% | +20.8% | -25.6% | -6.7% |
| 1Y | +20.6% | +22.4% | -1.8% | +17.9% |
| 3Y | +4.9% | +91.7% | -86.8% | -0.8% |
| 5Y | -37.9% | +79.0% | -116.9% | -41.4% |
| All | +98.2% | +159.3% | -61.1% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BTG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling