-22.3%
RMD vs BTG
+75.0%
-97.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.1% |
| 7D | -4.2% | -5.5% | +1.3% | -3.6% |
| 30D | -2.1% | +6.1% | -8.2% | -2.7% |
| 3M | +13.8% | +38.6% | -24.9% | +9.3% |
| 6M | -10.6% | +0.7% | -11.3% | -11.3% |
| YTD | -8.1% | +20.3% | -28.4% | -11.4% |
| 1Y | -18.0% | +25.0% | -43.0% | -21.8% |
| 3Y | +52.9% | +97.3% | -44.4% | +32.1% |
| 5Y | -22.3% | +78.3% | -100.6% | -32.6% |
| All | -22.3% | +75.0% | -97.2% | -32.6% |
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