-5.4%
JD vs BTG
+38.4%
-43.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.0% |
| 7D | -1.7% | -0.9% | -0.8% | -1.6% |
| 30D | -13.2% | +36.8% | -50.0% | -16.1% |
| 3M | -3.2% | +23.1% | -26.3% | -5.3% |
| 6M | +15.2% | +3.5% | +11.8% | +14.4% |
| YTD | +2.0% | +25.5% | -23.5% | -0.8% |
| 1Y | -5.4% | +40.1% | -45.5% | +6.5% |
| All | -5.4% | +38.4% | -43.8% | +6.5% |
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