+486.7%
GS vs FDS
+135.4%
+351.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.3% | +0.9% |
| 7D | -3.2% | -0.5% | -2.7% | -3.1% |
| 30D | -2.4% | +20.2% | -22.6% | -9.0% |
| 3M | -15.7% | +19.9% | -35.6% | -22.1% |
| 6M | -6.8% | +56.2% | -62.9% | -24.9% |
| YTD | -0.1% | +14.6% | -14.6% | -8.9% |
| 1Y | +12.1% | +31.6% | -19.5% | -5.3% |
| 3Y | +185.8% | -23.8% | +209.6% | +213.0% |
| 5Y | +140.1% | -22.6% | +162.7% | +154.9% |
| All | +486.7% | +135.4% | +351.3% | +223.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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