-49.3%
COMP vs BTG
+50.8%
-100.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.5% | +8.3% | +10.0% |
| 7D | +13.4% | +17.4% | -3.9% | +8.5% |
| 30D | +11.1% | +8.0% | +3.1% | +8.4% |
| 3M | -18.8% | +32.5% | -51.3% | -26.1% |
| 6M | +10.5% | +21.6% | -11.1% | +2.2% |
| YTD | -3.4% | +21.2% | -24.6% | -12.3% |
| 1Y | +19.7% | +43.9% | -24.2% | +2.7% |
| 3Y | +381.6% | +78.6% | +303.0% | +248.9% |
| 5Y | -17.6% | +48.8% | -66.4% | -39.1% |
| All | -49.3% | +50.8% | -100.2% | -62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling