+141.0%
GS vs FFIV
+39.3%
+101.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.5% | -0.9% | -4.3% |
| 7D | -6.3% | -14.2% | +7.9% | -0.9% |
| 30D | -3.1% | -33.6% | +30.5% | +11.2% |
| 3M | -17.7% | -24.2% | +6.6% | -10.9% |
| 6M | -4.6% | -8.3% | +3.7% | -4.9% |
| YTD | +0.3% | +22.1% | -21.8% | -12.5% |
| 1Y | +11.7% | +26.5% | -14.8% | -4.1% |
| 3Y | +183.6% | +102.3% | +81.2% | +96.7% |
| 5Y | +141.0% | +40.6% | +100.3% | +85.1% |
| All | +141.0% | +39.3% | +101.7% | +85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling