-69.5%
S vs BTG
+80.2%
-149.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.2% |
| 7D | -1.2% | +2.4% | -3.6% | -1.6% |
| 30D | -12.6% | +9.5% | -22.0% | -14.0% |
| 3M | +27.6% | +38.5% | -10.9% | +19.7% |
| 6M | +35.5% | +5.6% | +29.8% | +32.2% |
| YTD | +29.6% | +23.9% | +5.7% | +21.0% |
| 1Y | +8.1% | +32.1% | -24.0% | -1.9% |
| 3Y | +14.8% | +103.2% | -88.4% | -10.3% |
| All | -69.5% | +80.2% | -149.7% | -75.5% |
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 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