+185.7%
GS vs BTDR
+25.2%
+160.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.9% | -0.2% |
| 7D | +0.9% | +20.0% | -19.0% | -0.5% |
| 30D | -1.6% | +11.9% | -13.5% | -2.7% |
| 3M | -4.5% | -36.9% | +32.5% | -2.3% |
| 6M | +20.9% | +56.5% | -35.6% | +15.6% |
| YTD | +19.9% | +10.4% | +9.5% | +16.7% |
| 1Y | +41.4% | +3.1% | +38.3% | +36.6% |
| 3Y | +239.2% | -2.6% | +241.8% | +209.8% |
| All | +185.7% | +25.2% | +160.6% | +149.0% |
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 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