+486.7%
GS vs FERG
+434.6%
+52.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.2% |
| 7D | -3.2% | -2.1% | -1.1% | -2.7% |
| 30D | -2.4% | +8.7% | -11.1% | -4.1% |
| 3M | -15.7% | -7.4% | -8.3% | -14.4% |
| 6M | -6.8% | -6.6% | -0.1% | -5.7% |
| YTD | -0.1% | +6.6% | -6.6% | -1.5% |
| 1Y | +12.1% | -3.6% | +15.7% | +12.5% |
| 3Y | +185.8% | +56.4% | +129.4% | +161.2% |
| 5Y | +140.1% | +67.5% | +72.6% | +113.2% |
| All | +486.7% | +434.6% | +52.1% | +344.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling