+143.0%
GS vs BTSG
+459.6%
-316.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.3% | -0.8% |
| 7D | -3.2% | +0.4% | -3.6% | -3.3% |
| 30D | -2.4% | +5.3% | -7.7% | -3.6% |
| 3M | -15.7% | +10.8% | -26.5% | -18.1% |
| 6M | -6.8% | +27.3% | -34.1% | -13.3% |
| YTD | -0.1% | +79.3% | -79.4% | -15.4% |
| 1Y | +12.1% | +106.0% | -93.9% | -8.3% |
| All | +143.0% | +459.6% | -316.6% | +52.2% |
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