+185.8%
GS vs BTDR
+47.8%
+138.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +13.3% | -13.6% | -1.7% |
| 7D | -3.2% | -10.4% | +7.1% | -2.5% |
| 30D | -2.4% | -42.2% | +39.8% | +2.5% |
| 3M | -15.7% | -42.8% | +27.1% | -12.1% |
| 6M | -6.8% | -60.2% | +53.4% | -0.4% |
| YTD | -0.1% | -46.3% | +46.3% | +2.7% |
| 1Y | +12.1% | -71.7% | +83.8% | +20.4% |
| 3Y | +185.8% | +54.6% | +131.2% | +149.8% |
| All | +185.8% | +47.8% | +138.0% | +149.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling