+2.9%
GD vs BTG
+23.5%
-20.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.7% |
| 7D | -5.0% | +17.4% | -22.4% | -5.3% |
| 30D | +8.9% | +8.0% | +0.9% | +8.8% |
| 3M | -8.0% | +32.5% | -40.6% | -9.9% |
| 6M | +2.9% | +21.6% | -18.7% | +0.2% |
| All | +2.9% | +23.5% | -20.6% | +0.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling