+152.3%
W vs BTG
+158.3%
-6.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -2.0% |
| 7D | +0.5% | -5.5% | +5.9% | +1.7% |
| 30D | -5.6% | +6.1% | -11.7% | -6.8% |
| 3M | +41.9% | +38.6% | +3.3% | +31.2% |
| 6M | +30.2% | +0.7% | +29.6% | +28.1% |
| YTD | -2.9% | +20.3% | -23.3% | -9.0% |
| 1Y | +11.6% | +25.0% | -13.5% | +2.9% |
| 3Y | +37.0% | +97.3% | -60.3% | +10.8% |
| 5Y | -62.8% | +78.3% | -141.2% | -69.5% |
| All | +152.3% | +158.3% | -6.0% | +108.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling