-55.9%
W vs BTG
+30.0%
-85.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | +0.2% | -9.1% | +9.2% | +3.1% |
| 30D | +6.8% | -1.6% | +8.4% | +6.9% |
| 3M | +10.7% | -2.8% | +13.5% | +10.9% |
| 6M | +86.3% | -7.6% | +94.0% | +87.6% |
| YTD | +11.5% | +10.2% | +1.2% | +3.4% |
| 1Y | +5.1% | +21.3% | -16.2% | -5.8% |
| 3Y | +171.0% | +82.7% | +88.3% | +93.5% |
| All | -55.9% | +30.0% | -85.8% | -61.0% |
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