+584.1%
GS vs BTG
+367.4%
+216.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.5% | +7.0% | +0.8% |
| 7D | +1.6% | +13.0% | -11.4% | +0.8% |
| 30D | +1.7% | +1.1% | +0.5% | +1.5% |
| 3M | -11.6% | +5.3% | -16.9% | -12.0% |
| 6M | -1.9% | +1.1% | -3.0% | -2.3% |
| YTD | +5.1% | +19.2% | -14.1% | +3.4% |
| 1Y | +16.4% | +31.5% | -15.0% | +13.9% |
| 3Y | +199.0% | +94.3% | +104.7% | +184.1% |
| 5Y | +157.4% | +41.8% | +115.6% | +146.7% |
| 10Y | +457.2% | +162.9% | +294.3% | +407.0% |
| All | +584.1% | +367.4% | +216.7% | +322.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling