-46.5%
COMP vs BTG
+58.6%
-105.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.2% | +0.5% | +4.2% |
| 7D | +14.5% | +19.1% | -4.5% | +9.0% |
| 30D | +14.9% | +8.2% | +6.7% | +12.1% |
| 3M | -14.2% | +13.3% | -27.6% | -17.7% |
| 6M | +23.7% | +8.1% | +15.6% | +19.0% |
| YTD | +2.1% | +27.5% | -25.4% | -8.6% |
| 1Y | +26.2% | +47.1% | -20.9% | +7.7% |
| 3Y | +470.9% | +105.8% | +365.1% | +291.7% |
| 5Y | -14.0% | +55.8% | -69.8% | -37.4% |
| All | -46.5% | +58.6% | -105.1% | -61.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling