+560.8%
GS vs FERG
+1,382.0%
-821.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.2% |
| 7D | -3.2% | -2.1% | -1.1% | -2.9% |
| 30D | -2.4% | +8.7% | -11.1% | -3.6% |
| 3M | -15.7% | -7.4% | -8.3% | -14.8% |
| 6M | -6.8% | -6.6% | -0.1% | -6.0% |
| YTD | -0.1% | +6.6% | -6.6% | -1.1% |
| 1Y | +12.1% | -3.6% | +15.7% | +12.4% |
| 3Y | +185.8% | +56.4% | +129.4% | +168.7% |
| 5Y | +140.1% | +67.5% | +72.6% | +121.7% |
| 10Y | +505.2% | +434.6% | +70.7% | +427.0% |
| All | +560.8% | +1,382.0% | -821.2% | +478.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling