+1,704.0%
GS vs BTI
+3,022.4%
-1,318.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.7% |
| 7D | -3.2% | -1.0% | -2.2% | -2.9% |
| 30D | -2.4% | +13.0% | -15.4% | -6.2% |
| 3M | -15.7% | +5.3% | -21.1% | -17.4% |
| 6M | -6.8% | +5.3% | -12.1% | -9.3% |
| YTD | -0.1% | +12.4% | -12.4% | -5.2% |
| 1Y | +12.1% | +18.9% | -6.8% | +4.4% |
| 3Y | +185.8% | +144.0% | +41.7% | +107.6% |
| 5Y | +140.1% | +156.3% | -16.2% | +70.6% |
| 10Y | +505.2% | +115.3% | +390.0% | +340.5% |
| All | +1,704.0% | +3,022.4% | -1,318.4% | +1,108.0% |
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