+478.5%
GS vs BTG
+148.3%
+330.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.2% | -0.5% | +4.3% |
| 7D | +0.8% | +19.1% | -18.2% | -0.5% |
| 30D | +1.2% | +8.2% | -7.0% | +0.6% |
| 3M | -12.4% | +13.3% | -25.7% | -13.3% |
| 6M | -2.3% | +8.1% | -10.4% | -3.4% |
| YTD | +4.6% | +27.5% | -22.9% | +2.2% |
| 1Y | +17.5% | +47.1% | -29.6% | +13.9% |
| 3Y | +202.0% | +105.8% | +96.3% | +185.4% |
| 5Y | +152.4% | +55.8% | +96.6% | +139.0% |
| 10Y | +478.5% | +161.8% | +316.7% | +480.5% |
| All | +478.5% | +148.3% | +330.3% | +480.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling