+23.5%
DIS vs BTG
+159.3%
-135.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | +1.2% | -3.8% | +4.9% | +1.4% |
| 30D | +3.2% | +3.6% | -0.4% | +2.9% |
| 3M | +7.0% | +32.0% | -25.0% | +4.7% |
| 6M | +6.4% | +3.4% | +3.1% | +5.5% |
| YTD | -5.6% | +20.8% | -26.4% | -7.5% |
| 1Y | -7.7% | +22.4% | -30.1% | -9.9% |
| 3Y | +33.2% | +91.7% | -58.5% | +24.8% |
| 5Y | -40.3% | +79.0% | -119.3% | -44.1% |
| All | +23.5% | +159.3% | -135.8% | +16.4% |
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