-10.9%
M vs BTG
+158.3%
-169.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.9% | -1.8% | -4.6% |
| 7D | -8.8% | -5.5% | -3.3% | -8.6% |
| 30D | -16.4% | +6.1% | -22.5% | -16.6% |
| 3M | -10.8% | +38.6% | -49.5% | -11.7% |
| 6M | +16.1% | +0.7% | +15.4% | +15.7% |
| YTD | -5.3% | +20.3% | -25.6% | -6.2% |
| 1Y | +24.9% | +25.0% | -0.2% | +23.4% |
| 3Y | +97.5% | +97.3% | +0.2% | +92.1% |
| 5Y | +20.4% | +78.3% | -57.9% | +17.3% |
| All | -10.9% | +158.3% | -169.2% | -2.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling