+478.5%
GS vs BTI
+114.6%
+364.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.3% | +6.0% | +5.1% |
| 7D | +0.8% | -2.9% | +3.8% | +1.8% |
| 30D | +1.2% | +8.3% | -7.1% | -1.7% |
| 3M | -12.4% | +2.9% | -15.3% | -13.6% |
| 6M | -2.3% | +6.2% | -8.5% | -5.9% |
| YTD | +4.6% | +10.9% | -6.3% | -1.4% |
| 1Y | +17.5% | +16.6% | +0.9% | +8.5% |
| 3Y | +202.0% | +142.2% | +59.8% | +100.0% |
| 5Y | +152.4% | +151.3% | +1.1% | +62.2% |
| 10Y | +478.5% | +113.9% | +364.6% | +297.2% |
| All | +478.5% | +114.6% | +364.0% | +297.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 10y: compounded portfolio wealth divided by compounded BTI 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…
10y analysis · Full analysis span regression · 6 months rolling