+147.2%
GME vs BTG
+378.0%
-230.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.4% | -1.3% |
| 7D | +0.4% | +4.8% | -4.4% | +0.2% |
| 30D | -1.4% | +8.3% | -9.8% | -1.7% |
| 3M | -15.1% | +32.3% | -47.4% | -16.2% |
| 6M | -22.5% | +3.0% | -25.4% | -22.8% |
| YTD | -5.9% | +21.9% | -27.8% | -7.1% |
| 1Y | -18.6% | +28.2% | -46.8% | -19.9% |
| 3Y | +6.7% | +99.9% | -93.2% | +3.0% |
| 5Y | -62.0% | +73.6% | -135.5% | -63.3% |
| 10Y | +239.5% | +136.5% | +102.9% | +225.9% |
| All | +147.2% | +378.0% | -230.8% | +97.0% |
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