+155.1%
GS vs FBTC
+47.7%
+107.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | -0.4% |
| 7D | +5.1% | -6.3% | +11.4% | +6.7% |
| 30D | +2.4% | -14.3% | +16.7% | +6.1% |
| 3M | -11.5% | +12.6% | -24.0% | -14.0% |
| 6M | -2.5% | -11.8% | +9.3% | -0.3% |
| YTD | +5.5% | -18.6% | +24.1% | +8.6% |
| 1Y | +11.0% | -29.9% | +40.9% | +17.6% |
| All | +155.1% | +47.7% | +107.4% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 10y: compounded portfolio wealth divided by compounded FBTC 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…
10y analysis · Full analysis span regression · 6 months rolling