+186.8%
GS vs FN
+80.0%
+106.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -14.2% | +7.9% | -3.7% |
| 7D | -6.3% | -16.0% | +9.6% | -3.6% |
| 30D | -3.1% | -40.1% | +37.0% | +5.9% |
| 3M | -17.7% | -43.9% | +26.2% | -9.7% |
| 6M | -4.6% | -55.6% | +51.1% | +8.0% |
| YTD | +0.3% | -35.7% | +36.0% | +2.6% |
| 1Y | +11.7% | -39.8% | +51.6% | +15.4% |
| All | +186.8% | +80.0% | +106.8% | +107.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling