+31.3%
M vs BTG
+25.2%
+6.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.4% | +7.3% | +7.7% |
| 7D | -4.2% | -3.8% | -0.5% | -4.0% |
| 30D | -7.2% | +3.6% | -10.8% | -7.4% |
| 3M | -11.1% | +32.0% | -43.2% | -12.8% |
| 6M | +28.8% | +3.4% | +25.4% | +27.0% |
| YTD | +2.0% | +20.8% | -18.7% | -1.1% |
| 1Y | +31.3% | +22.4% | +8.8% | +25.2% |
| All | +31.3% | +25.2% | +6.0% | +25.2% |
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 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