+35.2%
IR vs BTG
+80.2%
-45.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.2% |
| 7D | -1.9% | +2.4% | -4.3% | -2.2% |
| 30D | -15.0% | +9.5% | -24.5% | -16.1% |
| 3M | -0.4% | +38.5% | -38.9% | -5.1% |
| 6M | -15.0% | +5.6% | -20.7% | -16.5% |
| YTD | -7.1% | +23.9% | -31.0% | -11.0% |
| 1Y | -7.5% | +32.1% | -39.7% | -12.8% |
| 3Y | +6.3% | +103.2% | -96.9% | -8.6% |
| All | +35.2% | +80.2% | -45.0% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling