+154.2%
GS vs FBTC
+52.5%
+101.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.8% |
| 7D | +1.6% | -5.4% | +6.9% | +2.9% |
| 30D | +1.7% | -10.5% | +12.1% | +4.3% |
| 3M | -11.6% | +15.1% | -26.7% | -14.5% |
| 6M | -1.9% | -8.3% | +6.4% | -0.6% |
| YTD | +5.1% | -16.0% | +21.0% | +7.4% |
| 1Y | +16.4% | -30.7% | +47.1% | +23.4% |
| All | +154.2% | +52.5% | +101.6% | +135.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling