+158.7%
P vs BTG
+101.2%
+57.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +2.2% |
| 7D | +7.8% | +4.8% | +3.0% | +6.9% |
| 30D | +12.3% | +8.3% | +4.0% | +10.2% |
| 3M | +37.1% | +32.3% | +4.8% | +28.4% |
| 6M | +66.1% | +3.0% | +63.1% | +62.2% |
| YTD | +50.9% | +21.9% | +29.0% | +42.8% |
| 1Y | +27.2% | +28.2% | -0.9% | +18.0% |
| 3Y | +158.7% | +99.9% | +58.8% | +105.7% |
| All | +158.7% | +101.2% | +57.4% | +105.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling