+488.8%
GS vs F
+82.1%
+406.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.1% | -5.3% | -5.9% |
| 7D | -6.3% | +1.4% | -7.7% | -6.8% |
| 30D | -3.1% | +2.0% | -5.2% | -4.0% |
| 3M | -17.7% | -10.4% | -7.3% | -14.1% |
| 6M | -4.6% | +9.7% | -14.3% | -10.1% |
| YTD | +0.3% | -1.2% | +1.5% | -1.6% |
| 1Y | +11.7% | 0.0% | +11.7% | +8.9% |
| 3Y | +183.6% | +41.1% | +142.5% | +128.0% |
| 5Y | +141.0% | -11.4% | +152.4% | +124.1% |
| All | +488.8% | +82.1% | +406.8% | +213.3% |
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