+187.4%
GS vs BITO
-5.0%
+192.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BITO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.5% | +0.5% |
| 7D | +0.9% | +2.9% | -1.9% | +0.5% |
| 30D | -1.6% | +22.6% | -24.2% | -4.9% |
| 3M | -4.5% | +24.7% | -29.1% | -8.0% |
| 6M | +20.9% | +7.5% | +13.4% | +19.0% |
| YTD | +19.9% | -10.8% | +30.7% | +20.9% |
| 1Y | +41.4% | -29.9% | +71.3% | +47.3% |
| 3Y | +239.2% | +158.9% | +80.2% | +192.2% |
| All | +187.4% | -5.0% | +192.5% | +170.9% |
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