+1,023.6%
GS vs FANG
+1,370.4%
-346.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.5% |
| 7D | +0.9% | +0.8% | +0.2% | +0.7% |
| 30D | -1.6% | +7.6% | -9.2% | -3.5% |
| 3M | -4.5% | -1.3% | -3.2% | -4.7% |
| 6M | +20.9% | +14.7% | +6.2% | +15.3% |
| YTD | +19.9% | +34.8% | -14.9% | +9.3% |
| 1Y | +41.4% | +42.9% | -1.5% | +26.5% |
| 3Y | +239.2% | +43.8% | +195.4% | +198.6% |
| 5Y | +185.0% | +225.8% | -40.8% | +98.6% |
| 10Y | +655.0% | +171.9% | +483.1% | +350.9% |
| All | +1,023.6% | +1,370.4% | -346.8% | +348.2% |
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