+654.3%
GS vs F
+98.4%
+555.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.5% |
| 7D | +0.9% | +5.3% | -4.4% | -1.2% |
| 30D | -1.6% | +4.6% | -6.2% | -3.5% |
| 3M | -4.5% | -3.7% | -0.8% | -3.4% |
| 6M | +20.9% | +16.8% | +4.1% | +11.2% |
| YTD | +19.9% | +15.3% | +4.6% | +10.5% |
| 1Y | +41.4% | +31.0% | +10.4% | +22.5% |
| 3Y | +239.2% | +45.4% | +193.7% | +169.4% |
| 5Y | +185.0% | +54.7% | +130.4% | +101.5% |
| All | +654.3% | +98.4% | +555.9% | +291.2% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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