+73.9%
PL vs BTG
+34.1%
+39.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.8% |
| 7D | -13.9% | +2.4% | -16.3% | -14.7% |
| 30D | -25.5% | +9.5% | -34.9% | -27.9% |
| 3M | -44.8% | +38.5% | -83.3% | -51.1% |
| 6M | -33.3% | +5.6% | -39.0% | -35.7% |
| YTD | -12.7% | +23.9% | -36.6% | -21.0% |
| 1Y | +90.9% | +32.1% | +58.8% | +66.5% |
| 3Y | +528.5% | +103.2% | +425.3% | +360.1% |
| 5Y | +72.7% | +79.7% | -7.0% | +29.2% |
| All | +73.9% | +34.1% | +39.9% | +29.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling