+2,064.0%
GS vs FDS
+2,257.0%
-192.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +1.5% |
| 7D | +0.9% | -1.9% | +2.8% | +1.7% |
| 30D | -1.6% | +9.0% | -10.6% | -5.4% |
| 3M | -4.5% | +18.9% | -23.3% | -13.4% |
| 6M | +20.9% | +35.1% | -14.3% | +1.8% |
| YTD | +19.9% | +5.5% | +14.4% | +11.0% |
| 1Y | +41.4% | -16.8% | +58.2% | +43.5% |
| 3Y | +239.2% | -28.1% | +267.2% | +263.8% |
| 5Y | +185.0% | -17.4% | +202.5% | +182.2% |
| 10Y | +655.0% | +85.4% | +569.5% | +409.4% |
| All | +2,064.0% | +2,257.0% | -192.9% | +501.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling