-10.4%
DOW vs BTG
+143.2%
-153.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.8% |
| 7D | -2.9% | +4.8% | -7.7% | -3.5% |
| 30D | +2.0% | +8.3% | -6.4% | +0.7% |
| 3M | -12.5% | +32.3% | -44.8% | -16.4% |
| 6M | -9.2% | +3.0% | -12.2% | -10.8% |
| YTD | +30.8% | +21.9% | +8.9% | +24.3% |
| 1Y | +29.4% | +28.2% | +1.2% | +21.1% |
| 3Y | -34.6% | +99.9% | -134.5% | -44.4% |
| 5Y | -35.9% | +73.6% | -109.5% | -45.3% |
| All | -10.4% | +143.2% | -153.6% | -24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling