+37.3%
GS vs BTG
+29.1%
+8.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.0% |
| 7D | +2.4% | +2.4% | 0.0% | +2.0% |
| 30D | -0.1% | +9.5% | -9.6% | -1.6% |
| 3M | +0.2% | +38.5% | -38.3% | -5.8% |
| 6M | +24.8% | +5.6% | +19.2% | +21.5% |
| YTD | +18.8% | +23.9% | -5.2% | +12.9% |
| 1Y | +37.3% | +32.1% | +5.2% | +26.2% |
| All | +37.3% | +29.1% | +8.2% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling