+655.3%
P vs BTG
+160.5%
+494.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.4% | +6.9% | +4.8% |
| 7D | -4.7% | +1.4% | -6.1% | -5.0% |
| 30D | -31.4% | -1.1% | -30.3% | -31.5% |
| 3M | -2.6% | +2.5% | -5.2% | -3.6% |
| 6M | +21.9% | -3.1% | +25.0% | +21.0% |
| YTD | +58.9% | +16.3% | +42.6% | +52.4% |
| 1Y | +21.7% | +27.6% | -5.9% | +15.0% |
| 3Y | +193.3% | +89.5% | +103.8% | +154.7% |
| 5Y | +275.1% | +33.6% | +241.6% | +235.3% |
| 10Y | +655.3% | +178.2% | +477.1% | +560.0% |
| All | +655.3% | +160.5% | +494.8% | +560.0% |
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