+789.0%
GS vs FN
+3,020.0%
-2,231.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.0% | +9.5% | +4.7% |
| 7D | +0.3% | -7.0% | +7.3% | +1.4% |
| 30D | +3.9% | -24.7% | +28.6% | +9.0% |
| 3M | -11.4% | -35.7% | +24.2% | -5.0% |
| 6M | +3.7% | -52.4% | +56.1% | +16.3% |
| YTD | +7.1% | -25.0% | +32.1% | +7.4% |
| 1Y | +19.7% | -25.7% | +45.3% | +19.6% |
| 3Y | +202.8% | +110.2% | +92.6% | +132.0% |
| 5Y | +156.7% | +192.3% | -35.6% | +78.4% |
| 10Y | +548.7% | +812.3% | -263.5% | +253.8% |
| All | +789.0% | +3,020.0% | -2,231.0% | +286.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling