+204.2%
GS vs FRSH
-70.6%
+274.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.7% | +4.8% | +0.7% |
| 7D | +0.9% | -8.2% | +9.1% | +2.1% |
| 30D | -1.6% | +10.5% | -12.1% | -3.1% |
| 3M | -4.5% | +32.7% | -37.2% | -8.9% |
| 6M | +20.9% | +50.3% | -29.4% | +12.5% |
| YTD | +19.9% | +3.9% | +16.0% | +17.5% |
| 1Y | +41.4% | -2.2% | +43.6% | +39.7% |
| 3Y | +239.2% | -42.9% | +282.1% | +252.8% |
| All | +204.2% | -70.6% | +274.7% | +204.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling