+652.8%
GS vs FTI
+311.9%
+340.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +0.9% | +5.3% | -4.3% | -0.6% |
| 30D | -1.6% | +15.3% | -16.9% | -5.8% |
| 3M | -4.5% | +15.8% | -20.2% | -9.0% |
| 6M | +20.9% | +22.6% | -1.7% | +12.5% |
| YTD | +19.9% | +79.5% | -59.7% | -0.7% |
| 1Y | +41.4% | +102.0% | -60.6% | +12.5% |
| 3Y | +239.2% | +315.8% | -76.7% | +111.9% |
| 5Y | +185.0% | +1,129.5% | -944.5% | +18.9% |
| All | +652.8% | +311.9% | +340.9% | +251.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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