+256.3%
P vs BTG
+56.5%
+199.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.2% | +1.1% | +5.3% |
| 7D | -9.6% | +19.1% | -28.7% | -12.8% |
| 30D | -33.4% | +8.2% | -41.6% | -34.6% |
| 3M | +14.2% | +13.3% | +0.9% | +10.6% |
| 6M | +31.6% | +8.1% | +23.5% | +27.7% |
| YTD | +53.5% | +27.5% | +25.9% | +42.8% |
| 1Y | +14.2% | +47.1% | -32.9% | +3.1% |
| 3Y | +190.5% | +105.8% | +84.7% | +133.2% |
| 5Y | +256.3% | +55.8% | +200.5% | +211.5% |
| All | +256.3% | +56.5% | +199.8% | +211.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling