+185.7%
GS vs FDS
-17.4%
+203.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +0.7% |
| 7D | +0.9% | -1.9% | +2.8% | +1.3% |
| 30D | -1.6% | +9.0% | -10.6% | -3.3% |
| 3M | -4.5% | +18.9% | -23.3% | -8.4% |
| 6M | +20.9% | +35.1% | -14.3% | +11.0% |
| YTD | +19.9% | +5.5% | +14.4% | +19.1% |
| 1Y | +41.4% | -16.8% | +58.2% | +53.4% |
| 3Y | +239.2% | -28.1% | +267.2% | +287.7% |
| All | +185.7% | -17.4% | +203.1% | +229.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling