+203.1%
GS vs FERG
+74.4%
+128.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.1% | +1.0% |
| 7D | -0.1% | +6.4% | -6.6% | -2.7% |
| 30D | +3.7% | +19.9% | -16.3% | -3.6% |
| 3M | -10.0% | +5.6% | -15.5% | -12.1% |
| 6M | -1.0% | +9.2% | -10.2% | -5.1% |
| YTD | +7.0% | +20.6% | -13.7% | -1.5% |
| 1Y | +16.6% | +5.7% | +10.9% | +12.8% |
| All | +203.1% | +74.4% | +128.7% | +135.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling