+2,369.3%
GOOG vs BTG
+370.1%
+1,999.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.9% | +0.7% |
| 7D | -2.5% | -5.8% | +3.3% | -2.3% |
| 30D | -3.6% | +5.7% | -9.3% | -3.9% |
| 3M | -6.4% | +38.1% | -44.6% | -7.8% |
| 6M | +7.8% | +0.3% | +7.5% | +7.4% |
| YTD | +5.5% | +19.9% | -14.4% | +4.2% |
| 1Y | +38.3% | +24.6% | +13.7% | +36.2% |
| 3Y | +143.1% | +96.6% | +46.5% | +134.1% |
| 5Y | +135.0% | +77.7% | +57.3% | +126.3% |
| 10Y | +778.1% | +150.7% | +627.4% | +734.3% |
| All | +2,369.3% | +370.1% | +1,999.2% | +2,586.0% |
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