+10.0%
S vs BTG
+99.9%
-89.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.1% |
| 7D | -1.2% | +2.4% | -3.6% | -1.5% |
| 30D | -12.6% | +9.5% | -22.0% | -13.4% |
| 3M | +27.6% | +38.5% | -10.9% | +22.6% |
| 6M | +35.5% | +5.6% | +29.8% | +33.7% |
| YTD | +29.6% | +23.9% | +5.7% | +24.0% |
| 1Y | +8.1% | +32.1% | -24.0% | +0.9% |
| All | +10.0% | +99.9% | -89.9% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling