+438.8%
GS vs FDS
+127.7%
+311.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +5.9% | +1.5% | +4.4% | +5.3% |
| 30D | +4.3% | +14.8% | -10.5% | -1.0% |
| 3M | -11.7% | +16.3% | -27.9% | -17.2% |
| 6M | -3.2% | +66.2% | -69.4% | -23.7% |
| YTD | +5.8% | +16.2% | -10.4% | -4.0% |
| 1Y | +16.0% | +21.8% | -5.8% | +2.3% |
| 3Y | +199.8% | -23.9% | +223.6% | +229.4% |
| 5Y | +155.5% | -23.1% | +178.6% | +173.4% |
| All | +438.8% | +127.7% | +311.2% | +215.0% |
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