+488.8%
GS vs FN
+663.9%
-175.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -14.2% | +7.9% | -3.1% |
| 7D | -6.3% | -16.0% | +9.6% | -3.0% |
| 30D | -3.1% | -40.1% | +37.0% | +8.0% |
| 3M | -17.7% | -43.9% | +26.2% | -7.9% |
| 6M | -4.6% | -55.6% | +51.1% | +10.8% |
| YTD | +0.3% | -35.7% | +36.0% | +3.5% |
| 1Y | +11.7% | -39.8% | +51.6% | +16.5% |
| 3Y | +183.6% | +80.3% | +103.3% | +106.4% |
| 5Y | +141.0% | +143.3% | -2.3% | +54.0% |
| All | +488.8% | +663.9% | -175.1% | +184.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling