+32.0%
Q vs BTG
+11.6%
+20.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.3% |
| 7D | +6.6% | +2.4% | +4.2% | +5.8% |
| 30D | -6.6% | +9.5% | -16.0% | -9.2% |
| 3M | -13.2% | +38.5% | -51.7% | -22.3% |
| 6M | +9.9% | +5.6% | +4.3% | +6.2% |
| YTD | +53.9% | +23.9% | +30.0% | +46.9% |
| All | +32.0% | +11.6% | +20.4% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling