+632.4%
GEV vs BTG
+128.8%
+503.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.5% |
| 7D | +1.6% | -3.8% | +5.4% | +2.3% |
| 30D | -7.9% | +3.6% | -11.6% | -8.7% |
| 3M | +5.6% | +32.0% | -26.4% | -0.6% |
| 6M | +13.1% | +3.4% | +9.7% | +11.0% |
| YTD | +46.7% | +20.8% | +26.0% | +38.4% |
| 1Y | +51.3% | +22.4% | +28.9% | +40.3% |
| All | +632.4% | +128.8% | +503.6% | +474.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling