+189.2%
GS vs FANG
+233.1%
-43.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +3.4% | -1.7% | +5.1% | +3.8% |
| 30D | +0.2% | +6.8% | -6.6% | -1.5% |
| 3M | -0.3% | +1.3% | -1.6% | -1.1% |
| 6M | +27.4% | +11.8% | +15.6% | +22.0% |
| YTD | +19.6% | +35.1% | -15.4% | +8.0% |
| 1Y | +42.5% | +48.9% | -6.5% | +24.2% |
| 3Y | +240.4% | +42.8% | +197.6% | +195.0% |
| All | +189.2% | +233.1% | -43.9% | +90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling