-39.0%
U vs BTG
+0.3%
-39.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.6% |
| 7D | -3.8% | -0.9% | -2.9% | -3.6% |
| 30D | +17.5% | +36.8% | -19.4% | +6.7% |
| 3M | +38.7% | +23.1% | +15.6% | +29.3% |
| 6M | +104.4% | +3.5% | +100.9% | +97.8% |
| YTD | -5.7% | +25.5% | -31.2% | -13.4% |
| 1Y | +3.7% | +40.1% | -36.4% | -9.7% |
| 3Y | +12.3% | +101.1% | -88.8% | -14.7% |
| 5Y | -68.8% | +70.6% | -139.4% | -76.1% |
| All | -39.0% | +0.3% | -39.4% | -46.1% |
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