+155.6%
GS vs FANG
+108.7%
+46.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | 0.0% |
| 7D | +5.9% | +4.0% | +1.8% | +4.9% |
| 30D | +4.3% | -5.8% | +10.1% | +5.4% |
| 3M | -11.7% | -6.7% | -5.0% | -10.7% |
| 6M | -3.2% | -6.4% | +3.2% | -2.7% |
| YTD | +5.8% | +25.9% | -20.1% | -3.5% |
| 1Y | +16.0% | +31.1% | -15.1% | +4.3% |
| 3Y | +199.8% | +31.3% | +168.4% | +163.7% |
| All | +155.6% | +108.7% | +46.9% | +88.6% |
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