-81.4%
RUN vs BTG
+78.0%
-159.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | -3.7% | -3.8% | 0.0% | -2.3% |
| 30D | -13.0% | +3.6% | -16.6% | -14.5% |
| 3M | -31.8% | +32.0% | -63.8% | -40.1% |
| 6M | -32.2% | +3.4% | -35.6% | -34.5% |
| YTD | -53.5% | +20.8% | -74.3% | -57.9% |
| 1Y | -46.5% | +22.4% | -68.9% | -52.6% |
| 3Y | -37.6% | +91.7% | -129.3% | -56.4% |
| All | -81.4% | +78.0% | -159.4% | -86.8% |
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 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