+26.4%
P vs BTG
+38.4%
-12.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.7% |
| 7D | +6.5% | -0.9% | +7.4% | +6.7% |
| 30D | +18.8% | +36.8% | -18.0% | +9.9% |
| 3M | +26.7% | +23.1% | +3.6% | +19.8% |
| 6M | +62.2% | +3.5% | +58.7% | +57.9% |
| YTD | +48.5% | +25.5% | +23.0% | +40.0% |
| 1Y | +26.4% | +40.1% | -13.7% | +15.5% |
| All | +26.4% | +38.4% | -12.0% | +15.5% |
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 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