+186.8%
GS vs F
+41.1%
+145.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.1% | -5.3% | -6.0% |
| 7D | -6.3% | +1.4% | -7.7% | -6.7% |
| 30D | -3.1% | +2.0% | -5.2% | -3.9% |
| 3M | -17.7% | -10.4% | -7.3% | -14.8% |
| 6M | -4.6% | +9.7% | -14.3% | -9.7% |
| YTD | +0.3% | -1.2% | +1.5% | -1.7% |
| 1Y | +11.7% | 0.0% | +11.7% | +9.0% |
| All | +186.8% | +41.1% | +145.7% | +123.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling