+42.5%
GS vs FERG
-3.2%
+45.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | +3.4% | +3.4% | 0.0% | +2.3% |
| 30D | +0.2% | -11.5% | +11.7% | +3.9% |
| 3M | -0.3% | +1.3% | -1.6% | -1.3% |
| 6M | +27.4% | -1.0% | +28.3% | +26.9% |
| YTD | +19.6% | +3.2% | +16.4% | +19.7% |
| 1Y | +42.5% | -3.0% | +45.4% | +44.4% |
| All | +42.5% | -3.2% | +45.7% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling