+457.2%
GS vs FFIV
+126.0%
+331.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | +1.6% | -4.2% | +5.8% | +3.5% |
| 30D | +1.7% | -33.9% | +35.5% | +19.4% |
| 3M | -11.6% | -22.6% | +11.0% | -3.7% |
| 6M | -1.9% | -10.4% | +8.5% | -0.5% |
| YTD | +5.1% | +24.3% | -19.2% | -9.4% |
| 1Y | +16.4% | +31.8% | -15.4% | -2.4% |
| 3Y | +199.0% | +99.5% | +99.4% | +101.9% |
| 5Y | +157.4% | +40.7% | +116.7% | +99.6% |
| 10Y | +457.2% | +126.9% | +330.3% | +200.7% |
| All | +457.2% | +126.0% | +331.3% | +200.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling