+2,064.0%
GS vs BTI
+2,693.7%
-629.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | +0.9% | -1.4% | +2.3% | +1.4% |
| 30D | -1.6% | -6.6% | +5.0% | +0.4% |
| 3M | -4.5% | -3.0% | -1.5% | -4.3% |
| 6M | +20.9% | -6.7% | +27.6% | +22.2% |
| YTD | +19.9% | +0.6% | +19.3% | +18.1% |
| 1Y | +41.4% | +5.6% | +35.8% | +36.9% |
| 3Y | +239.2% | +110.3% | +128.8% | +158.8% |
| 5Y | +185.0% | +114.3% | +70.8% | +114.7% |
| 10Y | +655.0% | +67.7% | +587.3% | +493.2% |
| All | +2,064.0% | +2,693.7% | -629.7% | +1,403.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling