+166.5%
GS vs FRSH
-72.5%
+239.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | +1.6% | -16.0% | +17.6% | +3.9% |
| 30D | +1.7% | -14.7% | +16.3% | +3.7% |
| 3M | -11.6% | -0.8% | -10.8% | -11.9% |
| 6M | -1.9% | +34.5% | -36.4% | -7.2% |
| YTD | +5.1% | -3.0% | +8.1% | +3.6% |
| 1Y | +16.4% | +4.9% | +11.6% | +13.3% |
| 3Y | +199.0% | -31.9% | +230.9% | +203.7% |
| 5Y | +157.4% | -68.7% | +226.1% | +156.0% |
| All | +166.5% | -72.5% | +239.1% | +168.1% |
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