+39.2%
S vs BTG
+24.4%
+14.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.7% | -7.1% | +1.5% |
| 7D | -8.2% | -0.2% | -8.0% | -8.2% |
| 30D | -7.6% | -0.8% | -6.9% | -7.6% |
| 3M | +12.0% | +31.8% | -19.9% | +10.3% |
| 6M | +50.6% | +20.4% | +30.2% | +48.6% |
| YTD | +56.6% | +14.7% | +41.9% | +51.0% |
| 1Y | +39.2% | +29.4% | +9.9% | +29.0% |
| All | +39.2% | +24.4% | +14.9% | +29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling