+57.7%
GEV vs BTG
+38.4%
+19.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.2% |
| 7D | +3.3% | -0.9% | +4.2% | +3.4% |
| 30D | -7.5% | +36.8% | -44.3% | -12.6% |
| 3M | -2.2% | +23.1% | -25.3% | -5.9% |
| 6M | +12.1% | +3.5% | +8.6% | +10.4% |
| YTD | +44.4% | +25.5% | +18.9% | +35.9% |
| 1Y | +57.7% | +40.1% | +17.6% | +31.7% |
| All | +57.7% | +38.4% | +19.3% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling