+18.0%
Q vs BTG
+24.4%
-6.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.7% | -8.8% | -2.9% |
| 7D | -3.3% | -0.2% | -3.1% | -3.4% |
| 30D | -9.7% | -0.8% | -8.9% | -9.6% |
| 3M | -16.1% | +31.8% | -47.9% | -24.5% |
| 6M | -15.7% | +20.4% | -36.1% | -22.1% |
| YTD | +45.7% | +14.7% | +31.0% | +37.9% |
| 1Y | +18.0% | +29.4% | -11.3% | +4.8% |
| All | +18.0% | +24.4% | -6.4% | +4.8% |
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