+185.7%
GS vs FGI
-70.3%
+256.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.3% | -6.4% |
| 7D | -6.3% | -11.6% | +5.3% | -6.2% |
| 30D | -3.1% | -3.3% | +0.1% | -3.1% |
| 3M | -17.7% | +65.6% | -83.2% | -19.2% |
| 6M | -4.6% | -2.8% | -1.8% | -5.7% |
| YTD | +0.3% | +30.1% | -29.8% | -2.5% |
| 1Y | +11.7% | +50.2% | -38.4% | +8.1% |
| 3Y | +183.6% | -0.4% | +184.0% | +171.9% |
| All | +185.7% | -70.3% | +256.0% | +182.1% |
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