+486.7%
GS vs FFIV
+126.1%
+360.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | -3.2% | -8.1% | +4.9% | +0.3% |
| 30D | -2.4% | -33.4% | +31.0% | +14.2% |
| 3M | -15.7% | -24.7% | +9.0% | -7.2% |
| 6M | -6.8% | -8.8% | +2.1% | -6.3% |
| YTD | -0.1% | +21.8% | -21.8% | -13.1% |
| 1Y | +12.1% | +25.3% | -13.2% | -3.9% |
| 3Y | +185.8% | +101.2% | +84.6% | +91.8% |
| 5Y | +140.1% | +40.2% | +99.9% | +86.1% |
| All | +486.7% | +126.1% | +360.6% | +213.9% |
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