+12.1%
GS vs BTDR
-72.4%
+84.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +13.3% | -13.6% | -2.2% |
| 7D | -3.2% | -10.4% | +7.1% | -2.2% |
| 30D | -2.4% | -42.2% | +39.8% | +4.4% |
| 3M | -15.7% | -42.8% | +27.1% | -10.6% |
| 6M | -6.8% | -60.2% | +53.4% | +2.1% |
| YTD | -0.1% | -46.3% | +46.3% | +3.4% |
| 1Y | +12.1% | -71.7% | +83.8% | +19.5% |
| All | +12.1% | -72.4% | +84.5% | +19.5% |
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