+155.6%
GS vs BTDR
-44.0%
+199.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.6% | +9.0% | +1.0% |
| 7D | +5.9% | -6.9% | +12.8% | +6.3% |
| 30D | +4.3% | -31.5% | +35.8% | +6.9% |
| 3M | -11.7% | -36.1% | +24.4% | -9.4% |
| 6M | -3.2% | -57.6% | +54.5% | +1.4% |
| YTD | +5.8% | -50.0% | +55.8% | +8.6% |
| 1Y | +16.0% | -49.6% | +65.6% | +18.8% |
| 3Y | +199.8% | +48.5% | +151.2% | +188.0% |
| All | +155.6% | -44.0% | +199.6% | +138.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling