+84.4%
PL vs BTG
+29.7%
+54.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.1% | -0.9% |
| 7D | -7.5% | +4.8% | -12.3% | -8.9% |
| 30D | -25.6% | +8.3% | -33.9% | -27.5% |
| 3M | -45.6% | +32.3% | -77.9% | -50.5% |
| 6M | -29.5% | +3.0% | -32.5% | -29.9% |
| YTD | -9.7% | +21.9% | -31.6% | -15.2% |
| 1Y | +84.4% | +28.2% | +56.2% | +57.5% |
| All | +84.4% | +29.7% | +54.7% | +57.5% |
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 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