+116.9%
GOOG vs BTSG
+382.3%
-265.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.6% | +7.2% | +1.2% |
| 7D | -2.5% | -5.8% | +3.3% | -2.0% |
| 30D | -3.6% | 0.0% | -3.6% | -3.7% |
| 3M | -6.4% | -4.5% | -2.0% | -7.2% |
| 6M | +7.8% | +40.0% | -32.2% | +0.9% |
| YTD | +5.5% | +54.6% | -49.1% | -2.7% |
| 1Y | +38.3% | +106.1% | -67.8% | +22.7% |
| All | +116.9% | +382.3% | -265.5% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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