+139.6%
GS vs BITO
-10.7%
+150.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -3.2% | -1.5% | -1.7% | -2.9% |
| 30D | -2.4% | -9.5% | +7.1% | -0.7% |
| 3M | -15.7% | +16.2% | -31.9% | -17.9% |
| 6M | -6.8% | -9.0% | +2.2% | -5.7% |
| YTD | -0.1% | -16.2% | +16.1% | +1.8% |
| 1Y | +12.1% | -27.6% | +39.7% | +16.5% |
| 3Y | +185.8% | +78.6% | +107.2% | +158.8% |
| 5Y | +140.1% | -4.0% | +144.1% | +127.0% |
| All | +139.6% | -10.7% | +150.4% | +128.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling