+41.4%
GS vs FRSH
-3.3%
+44.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.7% | +4.8% | +0.1% |
| 7D | +0.9% | -8.2% | +9.1% | +1.0% |
| 30D | -1.6% | +10.5% | -12.1% | -1.7% |
| 3M | -4.5% | +32.7% | -37.2% | -5.5% |
| 6M | +20.9% | +50.3% | -29.4% | +18.3% |
| YTD | +19.9% | +3.9% | +16.0% | +21.4% |
| 1Y | +41.4% | -2.2% | +43.6% | +44.9% |
| All | +41.4% | -3.3% | +44.8% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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