-38.7%
DG vs BTG
+75.0%
-113.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -1.0% |
| 7D | -6.3% | -5.5% | -0.8% | -5.8% |
| 30D | +2.4% | +6.1% | -3.7% | +1.8% |
| 3M | +12.4% | +38.6% | -26.2% | +8.6% |
| 6M | -14.9% | +0.7% | -15.6% | -15.5% |
| YTD | -6.1% | +20.3% | -26.4% | -8.9% |
| 1Y | +17.9% | +25.0% | -7.2% | +13.2% |
| 3Y | +3.1% | +97.3% | -94.2% | -6.9% |
| 5Y | -38.7% | +78.3% | -117.0% | -44.5% |
| All | -38.7% | +75.0% | -113.6% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling