+176.5%
DLR vs BTG
+159.3%
+17.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.7% |
| 7D | +0.1% | -3.8% | +3.9% | +0.4% |
| 30D | -4.3% | +3.6% | -7.9% | -4.7% |
| 3M | +3.8% | +32.0% | -28.2% | +1.0% |
| 6M | +5.8% | +3.4% | +2.5% | +4.8% |
| YTD | +23.5% | +20.8% | +2.8% | +20.1% |
| 1Y | +11.1% | +22.4% | -11.3% | +7.6% |
| 3Y | +57.9% | +91.7% | -33.8% | +45.3% |
| 5Y | +44.0% | +79.0% | -35.0% | +32.3% |
| All | +176.5% | +159.3% | +17.2% | +146.8% |
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