+1,710.5%
GS vs FDS
+2,557.6%
-847.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.9% | -6.2% |
| 7D | -6.3% | +6.4% | -12.7% | -8.8% |
| 30D | -3.1% | +25.2% | -28.3% | -12.1% |
| 3M | -17.7% | +22.9% | -40.6% | -25.5% |
| 6M | -4.6% | +56.5% | -61.1% | -24.5% |
| YTD | +0.3% | +19.0% | -18.7% | -12.6% |
| 1Y | +11.7% | +32.7% | -21.0% | -7.8% |
| 3Y | +183.6% | -20.4% | +204.0% | +188.9% |
| 5Y | +141.0% | -19.6% | +160.6% | +140.5% |
| 10Y | +507.4% | +148.5% | +358.9% | +258.8% |
| All | +1,710.5% | +2,557.6% | -847.0% | +373.6% |
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