+486.7%
GS vs FE
+105.3%
+381.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | +0.1% |
| 7D | -3.2% | -1.0% | -2.2% | -2.9% |
| 30D | -2.4% | +4.1% | -6.6% | -3.8% |
| 3M | -15.7% | -1.0% | -14.7% | -15.5% |
| 6M | -6.8% | +4.0% | -10.8% | -8.3% |
| YTD | -0.1% | +6.8% | -6.9% | -3.0% |
| 1Y | +12.1% | +5.3% | +6.8% | +9.3% |
| 3Y | +185.8% | +44.6% | +141.2% | +145.3% |
| 5Y | +140.1% | +44.2% | +95.9% | +104.0% |
| All | +486.7% | +105.3% | +381.4% | +388.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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