+11.3%
O vs BTG
+24.4%
-13.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.7% | -5.7% | +2.8% |
| 7D | +5.8% | -0.2% | +6.0% | +5.7% |
| 30D | +10.7% | -0.8% | +11.4% | +10.6% |
| 3M | -4.5% | +31.8% | -36.4% | -5.0% |
| 6M | -4.1% | +20.4% | -24.5% | -4.6% |
| YTD | +9.8% | +14.7% | -4.9% | +8.9% |
| 1Y | +11.3% | +29.4% | -18.0% | +10.1% |
| All | +11.3% | +24.4% | -13.1% | +10.1% |
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