+16.4%
GS vs FIG
-58.4%
+74.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +0.6% |
| 7D | +1.6% | -11.4% | +13.0% | +2.2% |
| 30D | +1.7% | -17.2% | +18.9% | +2.5% |
| 3M | -11.6% | -26.6% | +15.0% | -10.7% |
| 6M | -1.9% | -9.8% | +7.9% | -1.6% |
| YTD | +5.1% | -50.1% | +55.2% | +18.8% |
| 1Y | +16.4% | -58.1% | +74.5% | +40.9% |
| All | +16.4% | -58.4% | +74.8% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 1y: compounded portfolio wealth divided by compounded FIG 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…
1y analysis · Full analysis span regression · 6 months rolling