+47.5%
COO vs BTG
+164.8%
-117.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | +0.5% | -9.1% | +9.5% | +1.4% |
| 30D | +14.2% | -1.6% | +15.8% | +14.2% |
| 3M | -18.2% | -2.8% | -15.4% | -18.2% |
| 6M | +5.3% | -7.6% | +13.0% | +5.4% |
| YTD | -23.6% | +10.2% | -33.8% | -25.6% |
| 1Y | -12.7% | +21.3% | -33.9% | -15.9% |
| 3Y | -24.2% | +82.7% | -106.9% | -31.4% |
| 5Y | -40.0% | +30.8% | -70.8% | -44.8% |
| All | +47.5% | +164.8% | -117.3% | +33.2% |
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