+202.0%
GS vs FRSH
-34.6%
+236.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.5% | +4.8% |
| 7D | +0.8% | -15.5% | +16.3% | +3.2% |
| 30D | +1.2% | -13.7% | +14.9% | +3.1% |
| 3M | -12.4% | +1.4% | -13.8% | -13.1% |
| 6M | -2.3% | +36.0% | -38.3% | -8.7% |
| YTD | +4.6% | -2.0% | +6.6% | +3.7% |
| 1Y | +17.5% | +7.3% | +10.2% | +13.8% |
| 3Y | +202.0% | -29.6% | +231.6% | +198.4% |
| All | +202.0% | -34.6% | +236.7% | +198.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling