+180.5%
PL vs BTG
+38.4%
+142.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.2% | -0.8% |
| 7D | -9.3% | -0.9% | -8.4% | -9.2% |
| 30D | -18.9% | +36.8% | -55.8% | -27.4% |
| 3M | -58.4% | +23.1% | -81.5% | -61.2% |
| 6M | -30.3% | +3.5% | -33.8% | -30.5% |
| YTD | -8.1% | +25.5% | -33.6% | -16.4% |
| 1Y | +180.5% | +40.1% | +140.4% | +78.7% |
| All | +180.5% | +38.4% | +142.1% | +78.7% |
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