+554.4%
O vs BTG
+332.2%
+222.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -0.4% | -9.1% | +8.7% | 0.0% |
| 30D | +7.1% | -1.6% | +8.7% | +7.1% |
| 3M | -5.2% | -2.8% | -2.4% | -5.3% |
| 6M | -1.8% | -7.6% | +5.8% | -1.8% |
| YTD | +9.1% | +10.2% | -1.2% | +7.8% |
| 1Y | +9.7% | +21.3% | -11.6% | +7.8% |
| 3Y | +39.1% | +82.7% | -43.5% | +33.1% |
| 5Y | +8.4% | +30.8% | -22.5% | +4.5% |
| 10Y | +80.2% | +163.7% | -83.5% | +67.9% |
| All | +554.4% | +332.2% | +222.2% | +545.1% |
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 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