+72.2%
EQX vs BTG
+78.0%
-5.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.3% |
| 7D | -3.2% | -3.8% | +0.6% | 0.0% |
| 30D | +7.8% | +3.6% | +4.1% | +4.7% |
| 3M | +21.3% | +32.0% | -10.7% | -6.2% |
| 6M | -22.4% | +3.4% | -25.8% | -26.5% |
| YTD | -11.3% | +20.8% | -32.1% | -27.7% |
| 1Y | +13.5% | +22.4% | -8.9% | -11.1% |
| 3Y | +162.1% | +91.7% | +70.4% | +22.8% |
| All | +72.2% | +78.0% | -5.8% | -8.9% |
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