+243.0%
GS vs FE
+49.5%
+193.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.1% |
| 7D | +0.9% | +1.9% | -1.0% | +0.7% |
| 30D | -1.6% | -1.2% | -0.4% | -1.4% |
| 3M | -4.5% | +3.5% | -8.0% | -5.0% |
| 6M | +20.9% | -6.1% | +26.9% | +22.1% |
| YTD | +19.9% | +7.6% | +12.3% | +17.8% |
| 1Y | +41.4% | +11.9% | +29.5% | +37.7% |
| All | +243.0% | +49.5% | +193.5% | +199.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling