+39.4%
GM vs BTG
+24.4%
+15.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.7% | -4.1% | +3.5% |
| 7D | +12.1% | -0.2% | +12.3% | +11.9% |
| 30D | +15.2% | -0.8% | +16.0% | +15.0% |
| 3M | +4.9% | +31.8% | -27.0% | +0.2% |
| 6M | +22.6% | +20.4% | +2.2% | +18.0% |
| YTD | +14.4% | +14.7% | -0.3% | +10.4% |
| 1Y | +39.4% | +29.4% | +10.1% | +31.4% |
| All | +39.4% | +24.4% | +15.0% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling