+21.7%
P vs BTG
+26.4%
-4.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.4% | +6.9% | +4.9% |
| 7D | -4.7% | +1.4% | -6.1% | -5.1% |
| 30D | -31.4% | -1.1% | -30.3% | -31.3% |
| 3M | -2.6% | +2.5% | -5.2% | -4.0% |
| 6M | +21.9% | -3.1% | +25.0% | +20.8% |
| YTD | +58.9% | +16.3% | +42.6% | +50.4% |
| 1Y | +21.7% | +27.6% | -5.9% | +10.7% |
| All | +21.7% | +26.4% | -4.6% | +10.7% |
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 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