+423.6%
COMP vs BTG
+82.1%
+341.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.9% |
| 7D | 0.0% | -9.1% | +9.1% | +2.0% |
| 30D | +16.6% | -1.6% | +18.2% | +16.9% |
| 3M | -23.5% | -2.8% | -20.7% | -23.2% |
| 6M | +25.7% | -7.6% | +33.3% | +26.4% |
| YTD | -3.4% | +10.2% | -13.6% | -6.8% |
| 1Y | +7.6% | +21.3% | -13.7% | +1.9% |
| 3Y | +423.6% | +82.7% | +340.9% | +341.0% |
| All | +423.6% | +82.1% | +341.5% | +341.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling