+16.6%
GS vs FND
-14.8%
+31.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.6% | +2.0% |
| 7D | -0.1% | -4.4% | +4.3% | +0.8% |
| 30D | +3.7% | +14.5% | -10.8% | +0.9% |
| 3M | -10.0% | -15.6% | +5.6% | -7.2% |
| 6M | -1.0% | +4.7% | -5.7% | -3.7% |
| YTD | +7.0% | -16.1% | +23.1% | +7.2% |
| 1Y | +16.6% | -16.0% | +32.6% | +16.9% |
| All | +16.6% | -14.8% | +31.5% | +16.9% |
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