+201.3%
GS vs FRSH
-72.4%
+273.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | +2.4% | -9.6% | +12.0% | +3.8% |
| 30D | -0.1% | -0.4% | +0.4% | -0.2% |
| 3M | +0.2% | +27.2% | -27.0% | -4.0% |
| 6M | +24.8% | +42.2% | -17.4% | +17.0% |
| YTD | +18.8% | -2.6% | +21.4% | +17.4% |
| 1Y | +37.3% | -10.2% | +47.5% | +37.3% |
| 3Y | +237.9% | -45.5% | +283.4% | +253.9% |
| All | +201.3% | -72.4% | +273.7% | +203.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling