+35.1%
GS vs BITO
-34.6%
+69.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.5% |
| 7D | -1.7% | -5.8% | +4.1% | -0.2% |
| 30D | -0.9% | +21.1% | -22.1% | -5.9% |
| 3M | +2.3% | +23.5% | -21.2% | -3.2% |
| 6M | +23.4% | +8.3% | +15.2% | +20.0% |
| YTD | +17.7% | -13.9% | +31.6% | +17.6% |
| 1Y | +35.1% | -34.5% | +69.6% | +39.7% |
| All | +35.1% | -34.6% | +69.7% | +39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling