+243.0%
GS vs BTDR
-2.0%
+245.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.9% | -0.3% |
| 7D | +0.9% | +20.0% | -19.0% | -0.8% |
| 30D | -1.6% | +11.9% | -13.5% | -3.0% |
| 3M | -4.5% | -36.9% | +32.5% | -1.8% |
| 6M | +20.9% | +56.5% | -35.6% | +14.3% |
| YTD | +19.9% | +10.4% | +9.5% | +15.9% |
| 1Y | +41.4% | +3.1% | +38.3% | +35.1% |
| All | +243.0% | -2.0% | +245.0% | +209.0% |
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