Stock and ETF performance explorer

GS vs FIG

Performance

Returns, benchmark comparison, and relative performance.

Returns for 1w.

Portfolio and benchmark returns by period
Period	Portfolio	FIG	Excess	Alpha
1D	+1.8%	+1.8%	0.0%	N/A
7D	-0.1%	-14.3%	+14.2%	N/A
All	-0.1%	-11.3%	+11.2%	N/A

Daily percentage return beside FIG.

Portfolio return minus FIG return. Positive bars indicate outperformance.

Beta-adjusted return needs at least 20 comparable returns and benchmark movement within each trailing regression window.

Relative wealth over 1w: compounded portfolio wealth divided by compounded FIG wealth, less one. Both series rebase at the selected span's start.

Cumulative alpha will appear once a trailing regression window supports a beta estimate.