+50.7%
O vs BTG
+159.3%
-108.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -2.9% | -3.8% | +0.9% | -2.5% |
| 30D | -4.5% | +3.6% | -8.2% | -4.9% |
| 3M | -2.6% | +32.0% | -34.7% | -5.5% |
| 6M | -5.6% | +3.4% | -9.0% | -6.7% |
| YTD | +9.3% | +20.8% | -11.5% | +5.9% |
| 1Y | +4.3% | +22.4% | -18.1% | +0.5% |
| 3Y | +27.4% | +91.7% | -64.3% | +15.3% |
| 5Y | +17.1% | +79.0% | -61.9% | +5.2% |
| All | +50.7% | +159.3% | -108.5% | +25.5% |
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 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