+374.0%
RY vs BTG
+157.4%
+216.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.1% |
| 7D | -2.9% | -5.8% | +2.9% | -2.4% |
| 30D | -2.0% | +5.7% | -7.8% | -2.5% |
| 3M | +4.9% | +38.1% | -33.3% | +1.8% |
| 6M | +26.1% | +0.3% | +25.8% | +25.2% |
| YTD | +22.4% | +19.9% | +2.5% | +19.4% |
| 1Y | +44.7% | +24.6% | +20.1% | +40.2% |
| 3Y | +155.7% | +96.6% | +59.1% | +135.5% |
| 5Y | +137.7% | +77.7% | +60.0% | +119.1% |
| All | +374.0% | +157.4% | +216.6% | +327.5% |
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