+120.1%
GOOG vs BTSG
+421.3%
-301.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.3% |
| 7D | +1.1% | +5.7% | -4.7% | +0.5% |
| 30D | -5.1% | +0.2% | -5.3% | -5.1% |
| 3M | -7.1% | +5.6% | -12.7% | -8.8% |
| 6M | +12.7% | +50.8% | -38.1% | +4.8% |
| YTD | +7.1% | +67.0% | -60.0% | -1.9% |
| 1Y | +43.6% | +145.5% | -101.9% | +25.0% |
| All | +120.1% | +421.3% | -301.2% | +71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling