+139.3%
GS vs BTG
+47.1%
+92.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.8% | -0.7% |
| 7D | -3.2% | +17.4% | -20.6% | -5.5% |
| 30D | -2.4% | +8.0% | -10.4% | -3.6% |
| 3M | -15.7% | +32.5% | -48.2% | -19.4% |
| 6M | -6.8% | +21.6% | -28.3% | -10.1% |
| YTD | -0.1% | +21.2% | -21.3% | -4.2% |
| 1Y | +12.1% | +43.9% | -31.8% | +5.2% |
| 3Y | +185.8% | +78.6% | +107.2% | +154.6% |
| All | +139.3% | +47.1% | +92.2% | +110.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling