+163.6%
W vs BTG
+239.0%
-75.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +2.7% |
| 7D | -4.2% | -0.9% | -3.3% | -4.0% |
| 30D | -7.6% | +36.8% | -44.4% | -12.3% |
| 3M | +37.2% | +23.1% | +14.1% | +32.1% |
| 6M | +26.3% | +3.5% | +22.9% | +24.3% |
| YTD | -1.0% | +25.5% | -26.5% | -5.8% |
| 1Y | +20.1% | +40.1% | -20.0% | +11.8% |
| 3Y | +37.8% | +101.1% | -63.3% | +19.3% |
| 5Y | -63.7% | +70.6% | -134.2% | -68.0% |
| 10Y | +156.3% | +152.1% | +4.2% | +125.2% |
| All | +163.6% | +239.0% | -75.4% | +126.0% |
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