+525.0%
GD vs BTG
+375.3%
+149.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -0.7% |
| 7D | -5.0% | +17.4% | -22.4% | -5.5% |
| 30D | +8.9% | +8.0% | +0.9% | +8.6% |
| 3M | -8.0% | +32.5% | -40.6% | -9.1% |
| 6M | +2.9% | +21.6% | -18.7% | +1.9% |
| YTD | +7.1% | +21.2% | -14.2% | +5.8% |
| 1Y | +5.9% | +43.9% | -38.0% | +4.0% |
| 3Y | +53.9% | +78.6% | -24.7% | +49.1% |
| 5Y | +95.4% | +48.8% | +46.6% | +89.6% |
| 10Y | +193.5% | +136.8% | +56.7% | +177.0% |
| All | +525.0% | +375.3% | +149.7% | +450.6% |
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