+606.1%
COST vs BG
+166.7%
+439.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.5% |
| 7D | -1.2% | +3.1% | -4.3% | -1.7% |
| 30D | -4.7% | +10.2% | -14.9% | -6.1% |
| 3M | -7.1% | -1.7% | -5.4% | -7.1% |
| 6M | -8.5% | +1.0% | -9.5% | -9.0% |
| YTD | +5.4% | +39.9% | -34.5% | -0.2% |
| 1Y | -5.6% | +53.2% | -58.8% | -12.1% |
| 3Y | +68.5% | +16.3% | +52.2% | +62.2% |
| 5Y | +105.2% | +83.9% | +21.4% | +81.8% |
| All | +606.1% | +166.7% | +439.4% | +466.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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