+437.1%
GS vs FANG
+153.8%
+283.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.8% | -1.8% |
| 7D | +5.1% | +2.1% | +3.0% | +4.6% |
| 30D | +2.4% | -7.5% | +9.9% | +4.2% |
| 3M | -11.5% | -8.2% | -3.3% | -10.0% |
| 6M | -2.5% | -6.4% | +3.9% | -2.0% |
| YTD | +5.5% | +24.1% | -18.6% | -3.0% |
| 1Y | +11.0% | +28.5% | -17.5% | +0.9% |
| 3Y | +200.1% | +29.8% | +170.3% | +167.4% |
| 5Y | +154.7% | +105.2% | +49.5% | +93.7% |
| All | +437.1% | +153.8% | +283.3% | +204.1% |
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