+642.6%
GS vs BTG
+139.8%
+502.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | 0.0% |
| 7D | +3.4% | +4.8% | -1.4% | +3.1% |
| 30D | +0.2% | +8.3% | -8.2% | -0.4% |
| 3M | -0.3% | +32.3% | -32.6% | -2.4% |
| 6M | +27.4% | +3.0% | +24.4% | +26.3% |
| YTD | +19.6% | +21.9% | -2.3% | +17.4% |
| 1Y | +42.5% | +28.2% | +14.3% | +39.2% |
| 3Y | +240.4% | +99.9% | +140.5% | +222.9% |
| 5Y | +188.9% | +73.6% | +115.3% | +174.4% |
| 10Y | +642.6% | +136.5% | +506.0% | +632.9% |
| All | +642.6% | +139.8% | +502.7% | +632.9% |
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