+642.6%
GS vs FERG
+358.9%
+283.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | +3.4% | +3.4% | 0.0% | +2.7% |
| 30D | +0.2% | -11.5% | +11.7% | +2.7% |
| 3M | -0.3% | +1.3% | -1.6% | -0.8% |
| 6M | +27.4% | -1.0% | +28.3% | +27.3% |
| YTD | +19.6% | +3.2% | +16.4% | +18.7% |
| 1Y | +42.5% | -3.0% | +45.4% | +42.6% |
| 3Y | +240.4% | +55.0% | +185.4% | +212.2% |
| 5Y | +188.9% | +72.6% | +116.3% | +157.8% |
| 10Y | +642.6% | +358.9% | +283.6% | +474.0% |
| All | +642.6% | +358.9% | +283.6% | +474.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded FERG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling