-8.8%
IR vs BTG
+27.7%
-36.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.3% |
| 7D | -3.1% | -5.5% | +2.4% | -2.5% |
| 30D | -14.0% | +6.1% | -20.1% | -14.7% |
| 3M | +3.7% | +38.6% | -34.9% | -0.6% |
| 6M | -15.4% | +0.7% | -16.1% | -16.5% |
| YTD | -7.7% | +20.3% | -28.0% | -10.1% |
| 1Y | -8.8% | +25.0% | -33.9% | -13.2% |
| All | -8.8% | +27.7% | -36.5% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling