+12.1%
GS vs BTI
+19.1%
-7.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | -0.6% |
| 7D | -3.2% | -1.0% | -2.2% | -3.3% |
| 30D | -2.4% | +13.0% | -15.4% | -1.3% |
| 3M | -15.7% | +5.3% | -21.1% | -15.1% |
| 6M | -6.8% | +5.3% | -12.1% | -6.5% |
| YTD | -0.1% | +12.4% | -12.4% | -0.9% |
| 1Y | +12.1% | +18.9% | -6.8% | +8.7% |
| All | +12.1% | +19.1% | -7.0% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling