+1,710.5%
GS vs FE
+435.4%
+1,275.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.2% | -6.2% | -6.3% |
| 7D | -6.3% | +0.6% | -6.9% | -6.6% |
| 30D | -3.1% | +6.4% | -9.6% | -5.5% |
| 3M | -17.7% | -0.5% | -17.2% | -17.6% |
| 6M | -4.6% | +4.7% | -9.3% | -6.7% |
| YTD | +0.3% | +8.4% | -8.1% | -3.6% |
| 1Y | +11.7% | +7.2% | +4.5% | +7.7% |
| 3Y | +183.6% | +44.9% | +138.7% | +138.6% |
| 5Y | +141.0% | +46.3% | +94.7% | +99.4% |
| 10Y | +507.4% | +110.3% | +397.2% | +312.2% |
| All | +1,710.5% | +435.4% | +1,275.2% | +1,020.2% |
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