+87.5%
U vs BTG
+82.1%
+5.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.0% | +6.2% | +5.6% |
| 7D | +2.6% | -9.1% | +11.6% | +5.4% |
| 30D | +27.6% | -1.6% | +29.2% | +27.8% |
| 3M | +15.3% | -2.8% | +18.1% | +15.3% |
| 6M | +96.4% | -7.6% | +104.0% | +97.4% |
| YTD | +19.6% | +10.2% | +9.3% | +12.5% |
| 1Y | +42.1% | +21.3% | +20.9% | +29.4% |
| 3Y | +87.5% | +82.7% | +4.8% | +40.4% |
| All | +87.5% | +82.1% | +5.5% | +40.4% |
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