+47.1%
GS vs FIG
-71.6%
+118.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.4% | +0.2% |
| 7D | +0.9% | -16.3% | +17.2% | +1.3% |
| 30D | -1.6% | -14.3% | +12.7% | -1.3% |
| 3M | -4.5% | +7.2% | -11.6% | -4.6% |
| 6M | +20.9% | -18.6% | +39.5% | +22.4% |
| YTD | +19.9% | -35.5% | +55.3% | +22.4% |
| 1Y | +41.4% | -55.8% | +97.2% | +45.5% |
| All | +47.1% | -71.6% | +118.8% | +51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling