+274.5%
IR vs BTG
+176.2%
+98.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.4% |
| 7D | -3.1% | -5.5% | +2.4% | -2.6% |
| 30D | -14.0% | +6.1% | -20.1% | -14.5% |
| 3M | +3.7% | +38.6% | -34.9% | +0.5% |
| 6M | -15.4% | +0.7% | -16.1% | -16.1% |
| YTD | -7.7% | +20.3% | -28.0% | -10.0% |
| 1Y | -8.8% | +25.0% | -33.9% | -11.7% |
| 3Y | +5.6% | +97.3% | -91.7% | -2.8% |
| 5Y | +34.3% | +78.3% | -44.0% | +23.9% |
| All | +274.5% | +176.2% | +98.4% | +263.7% |
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