+203.5%
GS vs FRSH
-72.0%
+275.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.7% | +0.5% |
| 7D | +3.4% | -10.1% | +13.5% | +4.9% |
| 30D | +0.2% | +2.2% | -2.0% | -0.3% |
| 3M | -0.3% | +28.6% | -28.9% | -4.6% |
| 6M | +27.4% | +40.2% | -12.8% | +19.7% |
| YTD | +19.6% | -1.2% | +20.9% | +18.1% |
| 1Y | +42.5% | -7.9% | +50.4% | +41.9% |
| 3Y | +240.4% | -44.7% | +285.2% | +255.9% |
| All | +203.5% | -72.0% | +275.6% | +205.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling