+388.8%
GH vs BTG
+178.3%
+210.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -2.5% | -3.8% | +1.3% | -1.8% |
| 30D | -4.7% | +3.6% | -8.3% | -5.5% |
| 3M | +20.2% | +32.0% | -11.8% | +13.2% |
| 6M | +78.8% | +3.4% | +75.4% | +75.0% |
| YTD | +54.1% | +20.8% | +33.3% | +44.9% |
| 1Y | +177.1% | +22.4% | +154.7% | +158.6% |
| 3Y | +371.6% | +91.7% | +279.9% | +293.9% |
| 5Y | +21.9% | +79.0% | -57.1% | +2.0% |
| All | +388.8% | +178.3% | +210.4% | +338.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling