+241.5%
GS vs FGI
-70.4%
+311.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.5% | -7.5% | -0.1% |
| 7D | +0.9% | +0.5% | +0.4% | +0.9% |
| 30D | -1.6% | +65.4% | -67.0% | -3.4% |
| 3M | -4.5% | +23.5% | -28.0% | -5.8% |
| 6M | +20.9% | +60.5% | -39.7% | +17.2% |
| YTD | +19.9% | +30.0% | -10.1% | +16.7% |
| 1Y | +41.4% | +82.1% | -40.7% | +34.8% |
| 3Y | +239.2% | -4.4% | +243.5% | +226.1% |
| All | +241.5% | -70.4% | +311.8% | +237.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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