-46.5%
COMP vs BG
+47.0%
-93.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.1% | +3.6% | +5.4% |
| 7D | +14.5% | +7.4% | +7.2% | +13.4% |
| 30D | +14.9% | -1.5% | +16.4% | +15.0% |
| 3M | -14.2% | -6.1% | -8.2% | -13.8% |
| 6M | +23.7% | -18.0% | +41.8% | +26.6% |
| YTD | +2.1% | +15.6% | -13.6% | -4.8% |
| 1Y | +26.2% | +9.6% | +16.6% | +19.3% |
| 3Y | +470.9% | +6.3% | +464.6% | +438.7% |
| 5Y | -14.0% | +24.6% | -38.6% | -23.2% |
| All | -46.5% | +47.0% | -93.5% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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