+16.2%
COO vs BTG
+158.3%
-142.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -2.9% | -11.8% | -14.4% |
| 7D | -23.3% | -5.5% | -17.9% | -22.9% |
| 30D | -29.5% | +6.1% | -35.6% | -29.9% |
| 3M | -20.0% | +38.6% | -58.6% | -22.7% |
| 6M | -27.2% | +0.7% | -27.9% | -27.8% |
| YTD | -33.9% | +20.3% | -54.2% | -36.0% |
| 1Y | -19.9% | +25.0% | -45.0% | -23.0% |
| 3Y | -38.1% | +97.3% | -135.4% | -44.1% |
| 5Y | -52.0% | +78.3% | -130.3% | -56.5% |
| All | +16.2% | +158.3% | -142.1% | +3.9% |
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