+154.7%
GS vs FERG
+77.3%
+77.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | +0.1% |
| 7D | +5.1% | +8.2% | -3.0% | +1.7% |
| 30D | +2.4% | +14.4% | -11.9% | -3.1% |
| 3M | -11.5% | +4.3% | -15.8% | -13.2% |
| 6M | -2.5% | +7.9% | -10.4% | -6.2% |
| YTD | +5.5% | +16.3% | -10.8% | -1.7% |
| 1Y | +11.0% | +2.2% | +8.8% | +8.7% |
| 3Y | +200.1% | +67.3% | +132.8% | +130.9% |
| 5Y | +154.7% | +75.3% | +79.4% | +86.0% |
| All | +154.7% | +77.3% | +77.4% | +86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling