+390.7%
GS vs FND
+76.3%
+314.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.1% | +0.6% | +3.6% |
| 7D | +0.8% | +8.5% | -7.7% | -1.3% |
| 30D | +1.2% | +17.2% | -16.0% | -3.1% |
| 3M | -12.4% | -14.9% | +2.5% | -9.1% |
| 6M | -2.3% | +3.1% | -5.4% | -4.7% |
| YTD | +4.6% | -12.4% | +17.0% | +5.6% |
| 1Y | +17.5% | -10.0% | +27.5% | +17.6% |
| 3Y | +202.0% | -31.3% | +233.4% | +212.7% |
| 5Y | +152.4% | -60.3% | +212.7% | +187.8% |
| All | +390.7% | +76.3% | +314.4% | +259.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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