+18.9%
COMP vs BTG
+38.4%
-19.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.8% |
| 7D | +1.4% | -0.9% | +2.3% | +1.5% |
| 30D | -13.3% | +36.8% | -50.2% | -17.5% |
| 3M | +41.1% | +23.1% | +18.0% | +35.9% |
| 6M | +17.2% | +3.5% | +13.7% | +12.5% |
| YTD | +5.2% | +25.5% | -20.3% | +3.4% |
| 1Y | +18.9% | +40.1% | -21.2% | +39.8% |
| All | +18.9% | +38.4% | -19.5% | +39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling