-47.0%
COMP vs BTG
+54.2%
-101.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.3% | -1.1% |
| 7D | +0.8% | +2.4% | -1.6% | +0.2% |
| 30D | -13.9% | +9.5% | -23.4% | -16.2% |
| 3M | +30.7% | +38.5% | -7.8% | +17.8% |
| 6M | +18.7% | +5.6% | +13.0% | +14.4% |
| YTD | +1.0% | +23.9% | -22.9% | -8.4% |
| 1Y | +15.1% | +32.1% | -17.0% | -0.5% |
| 3Y | +219.8% | +103.2% | +116.6% | +120.3% |
| 5Y | -28.7% | +79.7% | -108.4% | -47.0% |
| All | -47.0% | +54.2% | -101.2% | -61.2% |
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