+633.1%
GS vs FANG
+183.1%
+450.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.2% | -1.2% |
| 7D | -1.7% | +1.2% | -3.0% | -2.1% |
| 30D | -0.9% | +2.4% | -3.3% | -1.6% |
| 3M | +2.3% | +5.1% | -2.7% | +0.4% |
| 6M | +23.4% | +16.4% | +7.0% | +16.9% |
| YTD | +17.7% | +39.0% | -21.2% | +5.6% |
| 1Y | +35.1% | +50.6% | -15.5% | +18.1% |
| 3Y | +234.9% | +46.9% | +188.0% | +190.0% |
| 5Y | +185.3% | +238.2% | -52.9% | +90.3% |
| All | +633.1% | +183.1% | +450.1% | +308.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling