+755.6%
GOOGL vs BTG
+159.3%
+596.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | 0.0% | -3.8% | +3.8% | +0.3% |
| 30D | -1.4% | +3.6% | -5.0% | -1.7% |
| 3M | -5.3% | +32.0% | -37.3% | -7.6% |
| 6M | +9.8% | +3.4% | +6.4% | +8.8% |
| YTD | +8.4% | +20.8% | -12.4% | +5.8% |
| 1Y | +41.2% | +22.4% | +18.8% | +37.3% |
| 3Y | +149.6% | +91.7% | +57.9% | +131.8% |
| 5Y | +142.6% | +79.0% | +63.6% | +124.7% |
| All | +755.6% | +159.3% | +596.3% | +701.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling