-9.9%
LOW vs BTG
+94.8%
-104.7%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -3.7% | -3.8% | 0.0% | -3.5% |
| 30D | -8.9% | +3.6% | -12.5% | -9.1% |
| 3M | -10.4% | +32.0% | -42.4% | -12.4% |
| 6M | -19.4% | +3.4% | -22.8% | -20.3% |
| YTD | -17.1% | +20.8% | -37.9% | -18.9% |
| 1Y | -26.3% | +22.4% | -48.7% | -28.1% |
| 3Y | -9.9% | +91.7% | -101.6% | -16.6% |
| All | -9.9% | +94.8% | -104.7% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling