+370.5%
GS vs FND
+70.1%
+300.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.6% | -2.7% | -5.4% |
| 7D | -6.3% | +2.2% | -8.6% | -6.9% |
| 30D | -3.1% | +9.6% | -12.8% | -5.7% |
| 3M | -17.7% | -17.9% | +0.2% | -13.8% |
| 6M | -4.6% | +6.6% | -11.1% | -7.8% |
| YTD | +0.3% | -15.5% | +15.8% | +2.2% |
| 1Y | +11.7% | -16.2% | +27.9% | +13.9% |
| 3Y | +183.6% | -36.3% | +219.8% | +199.3% |
| 5Y | +141.0% | -61.4% | +202.3% | +176.6% |
| All | +370.5% | +70.1% | +300.4% | +248.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling