+151.9%
GS vs BITO
-13.3%
+165.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.7% |
| 7D | +1.6% | -5.6% | +7.2% | +2.6% |
| 30D | +1.7% | -11.0% | +12.7% | +3.7% |
| 3M | -11.6% | +13.6% | -25.2% | -13.5% |
| 6M | -1.9% | -10.1% | +8.2% | -0.5% |
| YTD | +5.1% | -18.6% | +23.6% | +7.5% |
| 1Y | +16.4% | -33.1% | +49.5% | +22.5% |
| 3Y | +199.0% | +63.0% | +136.0% | +174.1% |
| 5Y | +157.4% | -13.5% | +170.9% | +146.0% |
| All | +151.9% | -13.3% | +165.2% | +140.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BITO.
Daily Out/Under-Performance
Portfolio return minus BITO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BITO 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 BITO 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