+45.2%
PL vs BTG
+38.0%
+7.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +5.2% | +9.3% | +12.8% |
| 7D | +10.9% | +19.1% | -8.2% | +4.7% |
| 30D | -16.4% | +8.2% | -24.5% | -18.6% |
| 3M | -39.9% | +13.3% | -53.3% | -42.8% |
| 6M | -63.2% | +8.1% | -71.3% | -64.6% |
| YTD | -27.1% | +27.5% | -54.6% | -34.9% |
| 1Y | +12.2% | +47.1% | -34.9% | -4.7% |
| 3Y | +584.3% | +105.8% | +478.5% | +397.7% |
| 5Y | +37.0% | +55.8% | -18.8% | +1.0% |
| All | +45.2% | +38.0% | +7.2% | +6.3% |
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