+405.5%
GH vs BTG
+185.6%
+220.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.5% | +0.8% |
| 7D | -0.2% | +2.4% | -2.6% | -0.7% |
| 30D | -2.6% | +9.5% | -12.1% | -4.5% |
| 3M | +25.1% | +38.5% | -13.4% | +16.7% |
| 6M | +78.5% | +5.6% | +72.8% | +74.0% |
| YTD | +59.4% | +23.9% | +35.4% | +49.1% |
| 1Y | +173.9% | +32.1% | +141.7% | +151.8% |
| 3Y | +382.7% | +103.2% | +279.5% | +299.0% |
| 5Y | +24.4% | +79.7% | -55.3% | +3.8% |
| All | +405.5% | +185.6% | +220.0% | +351.0% |
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