+199.0%
GS vs FND
-34.0%
+233.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +4.0% | +1.3% |
| 7D | +1.6% | +6.8% | -5.3% | 0.0% |
| 30D | +1.7% | +13.1% | -11.4% | -1.5% |
| 3M | -11.6% | -13.1% | +1.5% | -9.0% |
| 6M | -1.9% | -0.6% | -1.3% | -3.4% |
| YTD | +5.1% | -15.5% | +20.6% | +6.9% |
| 1Y | +16.4% | -13.7% | +30.1% | +17.7% |
| 3Y | +199.0% | -35.0% | +234.0% | +203.0% |
| All | +199.0% | -34.0% | +233.0% | +203.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling