+990.6%
SPYG vs BTG
+385.9%
+604.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -0.5% |
| 7D | +0.3% | +2.4% | -2.1% | +0.2% |
| 30D | -1.7% | +9.5% | -11.2% | -2.2% |
| 3M | +3.6% | +38.5% | -34.9% | +1.6% |
| 6M | +16.6% | +5.6% | +10.9% | +15.7% |
| YTD | +13.4% | +23.9% | -10.6% | +11.3% |
| 1Y | +19.6% | +32.1% | -12.5% | +16.8% |
| 3Y | +99.8% | +103.2% | -3.4% | +89.2% |
| 5Y | +85.0% | +79.7% | +5.2% | +75.3% |
| 10Y | +422.1% | +159.1% | +263.0% | +379.4% |
| All | +990.6% | +385.9% | +604.7% | +782.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling