+29.9%
GS vs FIG
-77.1%
+107.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | +0.2% |
| 7D | +5.9% | +3.4% | +2.5% | +5.7% |
| 30D | +4.3% | -9.5% | +13.8% | +4.6% |
| 3M | -11.7% | -26.2% | +14.5% | -11.0% |
| 6M | -3.2% | +2.7% | -5.9% | -3.4% |
| YTD | +5.8% | -48.0% | +53.8% | +8.6% |
| 1Y | +16.0% | -52.0% | +68.1% | +19.3% |
| All | +29.9% | -77.1% | +107.0% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling