+1,520.5%
RMD vs BTG
+392.0%
+1,128.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | -5.0% | -0.9% | -4.1% | -4.9% |
| 30D | +2.2% | +36.8% | -34.6% | 0.0% |
| 3M | +17.8% | +23.1% | -5.3% | +15.9% |
| 6M | -11.3% | +3.5% | -14.8% | -12.0% |
| YTD | -4.4% | +25.5% | -29.9% | -6.6% |
| 1Y | -15.7% | +40.1% | -55.8% | -18.4% |
| 3Y | +47.7% | +101.1% | -53.4% | +38.4% |
| 5Y | -19.2% | +70.6% | -89.8% | -24.1% |
| 10Y | +280.4% | +152.1% | +128.3% | +245.5% |
| All | +1,520.5% | +392.0% | +1,128.5% | +1,164.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling