+5.2%
LOW vs BTG
+78.0%
-72.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -3.7% | -3.8% | 0.0% | -3.4% |
| 30D | -8.9% | +3.6% | -12.5% | -9.2% |
| 3M | -10.4% | +32.0% | -42.4% | -13.0% |
| 6M | -19.4% | +3.4% | -22.8% | -20.4% |
| YTD | -17.1% | +20.8% | -37.9% | -19.6% |
| 1Y | -26.3% | +22.4% | -48.7% | -28.9% |
| 3Y | -9.9% | +91.7% | -101.6% | -19.0% |
| All | +5.2% | +78.0% | -72.8% | -6.3% |
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