+19.7%
GS vs FANG
+32.3%
-12.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.9% | +8.5% | +2.6% |
| 7D | +0.3% | -11.3% | +11.6% | -1.9% |
| 30D | +3.9% | -0.7% | +4.5% | +3.9% |
| 3M | -11.4% | -4.2% | -7.3% | -11.4% |
| 6M | +3.7% | -13.5% | +17.2% | +1.0% |
| YTD | +7.1% | +23.7% | -16.6% | +12.6% |
| 1Y | +19.7% | +34.3% | -14.7% | +25.2% |
| All | +19.7% | +32.3% | -12.6% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling