+604.7%
GH vs BTSG
+416.6%
+188.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | -0.2% | +2.9% | -3.1% | -1.1% |
| 30D | -2.6% | +0.9% | -3.5% | -3.1% |
| 3M | +25.1% | +1.6% | +23.5% | +21.8% |
| 6M | +78.5% | +46.8% | +31.7% | +52.0% |
| YTD | +59.4% | +65.5% | -6.2% | +29.9% |
| 1Y | +173.9% | +136.2% | +37.6% | +92.7% |
| All | +604.7% | +416.6% | +188.1% | +253.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling