+186.9%
GS vs BITO
-6.8%
+193.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.1% |
| 7D | +3.4% | +1.5% | +1.8% | +3.1% |
| 30D | +0.2% | +20.0% | -19.8% | -2.9% |
| 3M | -0.3% | +22.8% | -23.1% | -3.7% |
| 6M | +27.4% | +13.1% | +14.3% | +24.4% |
| YTD | +19.6% | -12.5% | +32.1% | +21.0% |
| 1Y | +42.5% | -32.6% | +75.0% | +49.3% |
| 3Y | +240.4% | +151.0% | +89.4% | +194.6% |
| All | +186.9% | -6.8% | +193.7% | +171.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling