+486.7%
GS vs F
+80.8%
+405.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.1% |
| 7D | -3.2% | +1.6% | -4.8% | -3.8% |
| 30D | -2.4% | +2.6% | -5.1% | -3.5% |
| 3M | -15.7% | -8.8% | -6.9% | -12.8% |
| 6M | -6.8% | +4.6% | -11.4% | -10.4% |
| YTD | -0.1% | -1.9% | +1.8% | -1.7% |
| 1Y | +12.1% | -0.8% | +12.9% | +9.6% |
| 3Y | +185.8% | +43.5% | +142.3% | +128.1% |
| 5Y | +140.1% | -12.1% | +152.2% | +124.0% |
| All | +486.7% | +80.8% | +405.9% | +213.1% |
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