+692.6%
GS vs FERG
+1,348.4%
-655.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.3% | -0.3% |
| 7D | +0.9% | 0.0% | +1.0% | +0.9% |
| 30D | -1.6% | -10.2% | +8.6% | 0.0% |
| 3M | -4.5% | -0.6% | -3.9% | -4.5% |
| 6M | +20.9% | -6.5% | +27.4% | +21.9% |
| YTD | +19.9% | +4.2% | +15.7% | +19.1% |
| 1Y | +41.4% | -2.3% | +43.7% | +41.4% |
| 3Y | +239.2% | +48.5% | +190.7% | +220.7% |
| 5Y | +185.0% | +72.0% | +113.0% | +163.6% |
| 10Y | +655.0% | +369.9% | +285.1% | +562.4% |
| All | +692.6% | +1,348.4% | -655.8% | +596.0% |
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 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