+606.1%
COST vs BTG
+159.3%
+446.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | -1.2% | -3.8% | +2.6% | -1.1% |
| 30D | -4.7% | +3.6% | -8.4% | -4.9% |
| 3M | -7.1% | +32.0% | -39.1% | -8.3% |
| 6M | -8.5% | +3.4% | -11.9% | -9.0% |
| YTD | +5.4% | +20.8% | -15.4% | +3.9% |
| 1Y | -5.6% | +22.4% | -28.0% | -7.3% |
| 3Y | +68.5% | +91.7% | -23.2% | +60.3% |
| 5Y | +105.2% | +79.0% | +26.3% | +95.2% |
| All | +606.1% | +159.3% | +446.8% | +591.7% |
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