+16.0%
GS vs FBTC
-32.9%
+49.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +1.3% |
| 7D | +5.9% | -9.2% | +15.0% | +8.8% |
| 30D | +4.3% | -15.8% | +20.1% | +9.6% |
| 3M | -11.7% | +8.7% | -20.3% | -13.8% |
| 6M | -3.2% | -13.6% | +10.4% | 0.0% |
| YTD | +5.8% | -21.5% | +27.3% | +8.3% |
| 1Y | +16.0% | -29.9% | +46.0% | +22.2% |
| All | +16.0% | -32.9% | +49.0% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling