+1,833.6%
GS vs F
-8.6%
+1,842.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.6% | +2.5% |
| 7D | +0.3% | +6.0% | -5.7% | -1.9% |
| 30D | +3.9% | +4.3% | -0.4% | +2.2% |
| 3M | -11.4% | -10.1% | -1.4% | -8.2% |
| 6M | +3.7% | +12.8% | -9.1% | -2.6% |
| YTD | +7.1% | -0.1% | +7.2% | +5.0% |
| 1Y | +19.7% | +3.7% | +16.0% | +15.6% |
| 3Y | +202.8% | +42.7% | +160.2% | +151.4% |
| 5Y | +156.7% | -11.0% | +167.7% | +142.7% |
| 10Y | +548.7% | +87.0% | +461.7% | +335.2% |
| All | +1,833.6% | -8.6% | +1,842.2% | +1,069.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling