+680.6%
GS vs BTG
+392.0%
+288.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.1% |
| 7D | +0.9% | -0.9% | +1.8% | +1.0% |
| 30D | -1.6% | +36.8% | -38.4% | -3.5% |
| 3M | -4.5% | +23.1% | -27.6% | -5.8% |
| 6M | +20.9% | +3.5% | +17.4% | +20.1% |
| YTD | +19.9% | +25.5% | -5.6% | +17.7% |
| 1Y | +41.4% | +40.1% | +1.3% | +37.8% |
| 3Y | +239.2% | +101.1% | +138.0% | +221.7% |
| 5Y | +185.0% | +70.6% | +114.5% | +170.8% |
| 10Y | +655.0% | +152.1% | +502.8% | +587.1% |
| All | +680.6% | +392.0% | +288.6% | +380.7% |
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