+186.8%
GS vs FFIV
+102.8%
+84.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.5% | -0.9% | -4.5% |
| 7D | -6.3% | -14.2% | +7.9% | -1.3% |
| 30D | -3.1% | -33.6% | +30.5% | +10.1% |
| 3M | -17.7% | -24.2% | +6.6% | -11.7% |
| 6M | -4.6% | -8.3% | +3.7% | -5.6% |
| YTD | +0.3% | +22.1% | -21.8% | -13.5% |
| 1Y | +11.7% | +26.5% | -14.8% | -5.3% |
| All | +186.8% | +102.8% | +84.0% | +91.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling