+231.1%
GM vs BTG
+159.3%
+71.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -2.4% | -3.8% | +1.3% | -2.2% |
| 30D | -1.1% | +3.6% | -4.7% | -1.4% |
| 3M | +6.1% | +32.0% | -25.9% | +3.9% |
| 6M | +15.0% | +3.4% | +11.6% | +14.0% |
| YTD | +6.0% | +20.8% | -14.8% | +3.9% |
| 1Y | +47.1% | +22.4% | +24.7% | +43.3% |
| 3Y | +170.5% | +91.7% | +78.8% | +152.5% |
| 5Y | +80.5% | +79.0% | +1.5% | +68.3% |
| All | +231.1% | +159.3% | +71.8% | +217.5% |
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