+634.6%
P vs BTG
+164.8%
+469.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | +11.6% | -9.1% | +20.7% | +13.2% |
| 30D | -23.7% | -1.6% | -22.1% | -23.8% |
| 3M | -8.0% | -2.8% | -5.2% | -8.2% |
| 6M | +27.9% | -7.6% | +35.5% | +27.8% |
| YTD | +61.2% | +10.2% | +50.9% | +55.7% |
| 1Y | +28.6% | +21.3% | +7.4% | +22.4% |
| 3Y | +200.5% | +82.7% | +117.8% | +162.4% |
| 5Y | +282.9% | +30.8% | +252.1% | +243.7% |
| All | +634.6% | +164.8% | +469.8% | +548.0% |
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