+71.8%
GH vs BTSG
+111.7%
-39.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.7% |
| 7D | -7.7% | +17.4% | -25.1% | -10.5% |
| 30D | -10.0% | +12.6% | -22.5% | -12.0% |
| 3M | +5.5% | +11.2% | -5.7% | +3.2% |
| 6M | +84.9% | +30.4% | +54.5% | +63.9% |
| YTD | +65.0% | +86.4% | -21.3% | +29.7% |
| 1Y | +71.8% | +117.9% | -46.1% | +25.5% |
| All | +71.8% | +111.7% | -39.9% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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