+124.5%
GOOGL vs BTSG
+389.4%
-264.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.6% |
| 7D | 0.0% | -3.3% | +3.3% | +0.3% |
| 30D | -1.4% | -1.6% | +0.2% | -1.3% |
| 3M | -5.3% | -6.9% | +1.6% | -5.7% |
| 6M | +9.8% | +42.1% | -32.3% | +2.7% |
| YTD | +8.4% | +56.8% | -48.5% | -0.1% |
| 1Y | +41.2% | +109.8% | -68.6% | +25.2% |
| All | +124.5% | +389.4% | -264.9% | +76.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling