+24.5%
Q vs BTG
-0.8%
+25.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.2% |
| 7D | +1.2% | -9.1% | +10.2% | +4.0% |
| 30D | -2.7% | -1.6% | -1.1% | -2.3% |
| 3M | -16.9% | -2.8% | -14.1% | -16.6% |
| 6M | -26.9% | -7.6% | -19.3% | -25.8% |
| YTD | +45.2% | +10.2% | +35.0% | +43.0% |
| 1Y | +38.1% | +21.3% | +16.9% | +34.9% |
| All | +24.5% | -0.8% | +25.3% | +21.4% |
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