-6.8%
GS vs BTI
+3.4%
-10.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | -1.2% |
| 7D | -3.2% | -1.0% | -2.2% | -3.5% |
| 30D | -2.4% | +13.0% | -15.4% | +1.6% |
| 3M | -15.7% | +3.7% | -19.4% | -14.5% |
| 6M | -6.8% | +3.7% | -10.4% | -4.5% |
| All | -6.8% | +3.4% | -10.2% | -4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling