+100.5%
GD vs BTG
+30.0%
+70.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | +2.7% | -9.1% | +11.7% | +3.3% |
| 30D | +8.6% | -1.6% | +10.2% | +8.5% |
| 3M | -7.1% | -2.8% | -4.3% | -7.2% |
| 6M | +7.5% | -7.6% | +15.1% | +7.3% |
| YTD | +9.9% | +10.2% | -0.3% | +7.3% |
| 1Y | +7.6% | +21.3% | -13.7% | +4.0% |
| 3Y | +56.2% | +82.7% | -26.5% | +42.2% |
| All | +100.5% | +30.0% | +70.6% | +91.5% |
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