+458.9%
GS vs FDS
+132.8%
+326.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | +0.9% |
| 7D | -0.1% | -2.1% | +2.0% | +0.6% |
| 30D | +3.7% | +16.0% | -12.3% | -2.0% |
| 3M | -10.0% | +18.8% | -28.8% | -16.3% |
| 6M | -1.0% | +54.1% | -55.1% | -19.4% |
| YTD | +7.0% | +17.0% | -10.0% | -3.2% |
| 1Y | +16.6% | +25.5% | -8.9% | +1.4% |
| 3Y | +204.4% | -23.3% | +227.7% | +233.6% |
| 5Y | +160.0% | -22.6% | +182.7% | +177.6% |
| 10Y | +458.9% | +130.2% | +328.6% | +229.1% |
| All | +458.9% | +132.8% | +326.1% | +229.1% |
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