+116.3%
M vs BTG
+101.2%
+15.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.2% | -2.3% |
| 7D | +2.4% | +4.8% | -2.4% | +1.9% |
| 30D | -11.6% | +8.3% | -20.0% | -12.3% |
| 3M | +1.6% | +32.3% | -30.7% | -1.4% |
| 6M | +25.2% | +3.0% | +22.3% | +23.7% |
| YTD | +3.8% | +21.9% | -18.2% | -0.1% |
| 1Y | +36.3% | +28.2% | +8.2% | +29.7% |
| 3Y | +116.3% | +99.9% | +16.4% | +91.8% |
| All | +116.3% | +101.2% | +15.1% | +91.8% |
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