+16.0%
GS vs FND
-24.7%
+40.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.8% |
| 7D | +5.9% | -6.8% | +12.7% | +7.4% |
| 30D | +4.3% | +8.0% | -3.7% | +2.9% |
| 3M | -11.7% | -18.9% | +7.3% | -8.4% |
| 6M | -3.2% | +4.7% | -7.9% | -5.9% |
| YTD | +5.8% | -21.6% | +27.4% | +7.9% |
| 1Y | +16.0% | -22.0% | +38.0% | +18.4% |
| All | +16.0% | -24.7% | +40.7% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling