+2,064.0%
GS vs FE
+431.6%
+1,632.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.3% |
| 7D | +0.9% | +1.9% | -1.0% | +0.2% |
| 30D | -1.6% | -1.2% | -0.4% | -1.2% |
| 3M | -4.5% | +3.5% | -8.0% | -6.0% |
| 6M | +20.9% | -6.1% | +26.9% | +23.3% |
| YTD | +19.9% | +7.6% | +12.3% | +15.6% |
| 1Y | +41.4% | +11.9% | +29.5% | +34.0% |
| 3Y | +239.2% | +48.4% | +190.7% | +182.4% |
| 5Y | +185.0% | +44.8% | +140.2% | +136.8% |
| 10Y | +655.0% | +115.9% | +539.1% | +405.9% |
| All | +2,064.0% | +431.6% | +1,632.4% | +1,243.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling