+41.4%
GS vs BTDR
-4.8%
+46.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.9% | -0.4% |
| 7D | +0.9% | +20.0% | -19.0% | -1.4% |
| 30D | -1.6% | +11.9% | -13.5% | -3.5% |
| 3M | -4.5% | -36.9% | +32.5% | -1.2% |
| 6M | +20.9% | +56.5% | -35.6% | +12.6% |
| YTD | +19.9% | +10.4% | +9.5% | +14.5% |
| 1Y | +41.4% | +3.1% | +38.3% | +37.2% |
| All | +41.4% | -4.8% | +46.2% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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