+196.7%
W vs BTG
+197.8%
-1.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | +0.2% | -9.1% | +9.2% | +1.7% |
| 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% | +87.2% |
| YTD | +11.5% | +10.2% | +1.2% | +7.9% |
| 1Y | +5.1% | +21.3% | -16.2% | +0.2% |
| 3Y | +171.0% | +82.7% | +88.3% | +138.0% |
| 5Y | -56.6% | +30.8% | -87.4% | -60.6% |
| 10Y | +213.4% | +163.7% | +49.7% | +180.0% |
| All | +196.7% | +197.8% | -1.1% | +159.0% |
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 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