+184.7%
GS vs BITO
-7.1%
+191.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.7% |
| 7D | +2.4% | +1.1% | +1.4% | +2.2% |
| 30D | -0.1% | +21.8% | -21.8% | -3.4% |
| 3M | +0.2% | +25.0% | -24.8% | -3.5% |
| 6M | +24.8% | +11.3% | +13.5% | +22.2% |
| YTD | +18.8% | -12.7% | +31.5% | +20.1% |
| 1Y | +37.3% | -32.3% | +69.6% | +43.8% |
| 3Y | +237.9% | +150.3% | +87.6% | +192.5% |
| All | +184.7% | -7.1% | +191.8% | +169.3% |
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