+157.3%
GS vs BTSG
+493.4%
-336.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.4% |
| 7D | +5.9% | +6.0% | -0.2% | +4.6% |
| 30D | +4.3% | +12.4% | -8.1% | +1.6% |
| 3M | -11.7% | +18.2% | -29.9% | -15.2% |
| 6M | -3.2% | +26.0% | -29.2% | -9.5% |
| YTD | +5.8% | +90.1% | -84.3% | -11.5% |
| 1Y | +16.0% | +124.3% | -108.3% | -6.9% |
| All | +157.3% | +493.4% | -336.1% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 3y: compounded portfolio wealth divided by compounded BTSG 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…
3y analysis · Full analysis span regression · 6 months rolling