+891.6%
GS vs FANG
+1,273.9%
-382.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | 0.0% |
| 7D | +5.9% | +4.0% | +1.8% | +4.8% |
| 30D | +4.3% | -5.8% | +10.1% | +5.5% |
| 3M | -11.7% | -6.7% | -5.0% | -10.6% |
| 6M | -3.2% | -6.4% | +3.2% | -2.7% |
| YTD | +5.8% | +25.9% | -20.1% | -2.4% |
| 1Y | +16.0% | +31.1% | -15.1% | +5.8% |
| 3Y | +199.8% | +31.3% | +168.4% | +169.1% |
| 5Y | +155.5% | +108.3% | +47.2% | +98.6% |
| 10Y | +452.7% | +156.4% | +296.3% | +234.5% |
| All | +891.6% | +1,273.9% | -382.3% | +300.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling