+504.9%
P vs BTG
+490.1%
+14.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.2% | +1.1% | +5.7% |
| 7D | -9.6% | +19.1% | -28.7% | -11.7% |
| 30D | -33.4% | +8.2% | -41.6% | -34.2% |
| 3M | +14.2% | +13.3% | +0.9% | +11.9% |
| 6M | +31.6% | +8.1% | +23.5% | +29.2% |
| YTD | +53.5% | +27.5% | +25.9% | +46.9% |
| 1Y | +14.2% | +47.1% | -32.9% | +7.5% |
| 3Y | +190.5% | +105.8% | +84.7% | +158.3% |
| 5Y | +256.3% | +55.8% | +200.5% | +221.5% |
| 10Y | +707.9% | +161.8% | +546.1% | +617.7% |
| All | +504.9% | +490.1% | +14.8% | +461.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling