+145.8%
GOOG vs BTG
+94.8%
+51.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.5% |
| 7D | 0.0% | -3.8% | +3.8% | +0.4% |
| 30D | -2.0% | +3.6% | -5.6% | -2.3% |
| 3M | -5.9% | +32.0% | -37.9% | -8.5% |
| 6M | +8.9% | +3.4% | +5.5% | +7.8% |
| YTD | +7.1% | +20.8% | -13.7% | +4.0% |
| 1Y | +39.7% | +22.4% | +17.3% | +34.8% |
| 3Y | +145.8% | +91.7% | +54.1% | +124.7% |
| All | +145.8% | +94.8% | +51.0% | +124.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling