+152.4%
GS vs FFIV
+42.4%
+110.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.2% | +2.4% | +3.8% |
| 7D | +0.8% | -2.1% | +2.9% | +1.7% |
| 30D | +1.2% | -33.8% | +35.0% | +16.5% |
| 3M | -12.4% | -20.6% | +8.2% | -6.9% |
| 6M | -2.3% | -10.2% | +7.9% | -1.6% |
| YTD | +4.6% | +24.5% | -19.9% | -9.4% |
| 1Y | +17.5% | +29.3% | -11.8% | 0.0% |
| 3Y | +202.0% | +103.8% | +98.2% | +109.1% |
| 5Y | +152.4% | +40.9% | +111.5% | +93.8% |
| All | +152.4% | +42.4% | +110.0% | +93.8% |
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