-62.3%
W vs BTG
+75.0%
-137.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.3% |
| 7D | +5.9% | +2.4% | +3.5% | +5.1% |
| 30D | -3.0% | +9.5% | -12.5% | -5.7% |
| 3M | +40.3% | +38.5% | +1.8% | +26.3% |
| 6M | +32.2% | +5.6% | +26.6% | +27.5% |
| YTD | -0.3% | +23.9% | -24.2% | -9.8% |
| 1Y | +16.2% | +32.1% | -16.0% | +1.4% |
| 3Y | +40.7% | +103.2% | -62.5% | -0.1% |
| 5Y | -62.3% | +79.7% | -142.1% | -71.9% |
| All | -62.3% | +75.0% | -137.4% | -71.9% |
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