+11.0%
GS vs FIG
-57.2%
+68.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.4% |
| 7D | +5.1% | +2.6% | +2.5% | +5.0% |
| 30D | +2.4% | -13.1% | +15.5% | +3.1% |
| 3M | -11.5% | -20.3% | +8.9% | -10.8% |
| 6M | -2.5% | -2.1% | -0.4% | -2.7% |
| YTD | +5.5% | -49.4% | +54.8% | +19.1% |
| 1Y | +11.0% | -57.0% | +68.0% | +33.6% |
| All | +11.0% | -57.2% | +68.3% | +33.6% |
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