+654.3%
GS vs FN
+900.0%
-245.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.1% | -0.7% |
| 7D | +0.9% | -1.7% | +2.6% | +1.3% |
| 30D | -1.6% | -22.0% | +20.4% | +3.3% |
| 3M | -4.5% | -43.0% | +38.5% | +6.9% |
| 6M | +20.9% | -27.7% | +48.6% | +25.0% |
| YTD | +19.9% | -10.5% | +30.4% | +16.2% |
| 1Y | +41.4% | +12.5% | +28.9% | +28.1% |
| 3Y | +239.2% | +153.8% | +85.4% | +131.2% |
| 5Y | +185.0% | +288.0% | -103.0% | +64.5% |
| All | +654.3% | +900.0% | -245.7% | +226.6% |
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