+153.7%
GS vs BITO
-18.9%
+172.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +0.9% |
| 7D | +5.9% | -9.2% | +15.1% | +7.6% |
| 30D | +4.3% | -15.9% | +20.2% | +7.4% |
| 3M | -11.7% | +7.3% | -19.0% | -12.8% |
| 6M | -3.2% | -15.2% | +12.0% | -0.9% |
| YTD | +5.8% | -23.8% | +29.6% | +9.4% |
| 1Y | +16.0% | -32.2% | +48.2% | +21.9% |
| 3Y | +199.8% | +55.1% | +144.7% | +177.3% |
| 5Y | +155.5% | -16.7% | +172.2% | +146.3% |
| All | +153.7% | -18.9% | +172.5% | +145.3% |
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