+1,704.0%
GS vs BTI
+2,973.4%
-1,269.3%
-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% | +3.7% | -19.4% | -17.0% |
| 6M | -6.8% | +3.7% | -10.4% | -8.9% |
| YTD | -0.1% | +10.6% | -10.7% | -4.7% |
| 1Y | +12.1% | +17.1% | -5.0% | +4.9% |
| 3Y | +185.8% | +140.2% | +45.6% | +108.6% |
| 5Y | +140.1% | +152.2% | -12.1% | +71.4% |
| 10Y | +505.2% | +111.9% | +393.4% | +342.7% |
| All | +1,704.0% | +2,973.4% | -1,269.3% | +1,113.9% |
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