+141.8%
GS vs IBIT
+53.5%
+88.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | -3.2% | -1.1% | -2.1% | -2.9% |
| 30D | -2.4% | -9.2% | +6.8% | -0.2% |
| 3M | -15.7% | +17.5% | -33.3% | -18.9% |
| 6M | -6.8% | -7.2% | +0.4% | -5.8% |
| YTD | -0.1% | -13.6% | +13.6% | +1.5% |
| 1Y | +12.1% | -25.1% | +37.2% | +16.9% |
| All | +141.8% | +53.5% | +88.3% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBIT.
Daily Out/Under-Performance
Portfolio return minus IBIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBIT 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 IBIT 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