+581.1%
GS vs BTG
+400.0%
+181.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.2% | -0.5% | +4.4% |
| 7D | +0.8% | +19.1% | -18.2% | -0.2% |
| 30D | +1.2% | +8.2% | -7.0% | +0.7% |
| 3M | -12.4% | +13.3% | -25.7% | -13.1% |
| 6M | -2.3% | +8.1% | -10.4% | -3.1% |
| YTD | +4.6% | +27.5% | -22.9% | +2.5% |
| 1Y | +17.5% | +47.1% | -29.6% | +14.3% |
| 3Y | +202.0% | +105.8% | +96.3% | +186.0% |
| 5Y | +152.4% | +55.8% | +96.6% | +140.6% |
| 10Y | +478.5% | +161.8% | +316.7% | +426.1% |
| All | +581.1% | +400.0% | +181.1% | +318.7% |
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 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