+696.9%
P vs BTG
+147.2%
+549.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.7% | -4.3% |
| 7D | +5.0% | +2.4% | +2.6% | +4.7% |
| 30D | -0.9% | +9.5% | -10.4% | -2.4% |
| 3M | +38.7% | +38.5% | +0.2% | +31.5% |
| 6M | +54.4% | +5.6% | +48.7% | +51.3% |
| YTD | +44.8% | +23.9% | +20.9% | +38.7% |
| 1Y | +22.5% | +32.1% | -9.6% | +15.7% |
| 3Y | +148.2% | +103.2% | +45.0% | +117.3% |
| 5Y | +268.9% | +79.7% | +189.2% | +224.0% |
| 10Y | +696.9% | +159.1% | +537.8% | +631.7% |
| All | +696.9% | +147.2% | +549.7% | +631.7% |
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