+138.7%
M vs BTG
+367.4%
-228.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +7.0% | +0.8% |
| 7D | +5.0% | +13.0% | -8.0% | +4.5% |
| 30D | +10.6% | +1.1% | +9.5% | +10.5% |
| 3M | +1.6% | +5.3% | -3.7% | +1.2% |
| 6M | +30.8% | +1.1% | +29.8% | +30.3% |
| YTD | +16.9% | +19.2% | -2.3% | +15.2% |
| 1Y | +26.3% | +31.5% | -5.2% | +23.9% |
| 3Y | +158.6% | +94.3% | +64.3% | +147.8% |
| 5Y | +2.1% | +41.8% | -39.7% | -1.6% |
| 10Y | -4.3% | +162.9% | -167.2% | -11.5% |
| All | +138.7% | +367.4% | -228.7% | +56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling