+572.3%
O vs BTG
+378.0%
+194.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.2% |
| 7D | -0.6% | +4.8% | -5.4% | -0.8% |
| 30D | -2.0% | +8.3% | -10.3% | -2.3% |
| 3M | +3.0% | +32.3% | -29.3% | +1.5% |
| 6M | -3.6% | +3.0% | -6.6% | -4.2% |
| YTD | +12.1% | +21.9% | -9.9% | +10.3% |
| 1Y | +8.9% | +28.2% | -19.3% | +6.8% |
| 3Y | +30.3% | +99.9% | -69.6% | +24.3% |
| 5Y | +13.7% | +73.6% | -59.8% | +8.5% |
| 10Y | +50.3% | +136.5% | -86.3% | +40.1% |
| All | +572.3% | +378.0% | +194.3% | +560.5% |
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