+248.1%
DGX vs BTG
+159.3%
+88.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.7% |
| 7D | -0.9% | -3.8% | +2.9% | -0.7% |
| 30D | -1.2% | +3.6% | -4.8% | -1.3% |
| 3M | +15.8% | +32.0% | -16.2% | +14.3% |
| 6M | +18.2% | +3.4% | +14.8% | +17.6% |
| YTD | +37.2% | +20.8% | +16.4% | +35.3% |
| 1Y | +30.4% | +22.4% | +7.9% | +28.2% |
| 3Y | +96.7% | +91.7% | +5.0% | +88.0% |
| 5Y | +67.2% | +79.0% | -11.8% | +59.3% |
| All | +248.1% | +159.3% | +88.8% | +241.0% |
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