+458.9%
GS vs FTI
+180.1%
+278.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.4% |
| 7D | -0.1% | +1.4% | -1.5% | -0.5% |
| 30D | +3.7% | -6.3% | +9.9% | +5.4% |
| 3M | -10.0% | -13.1% | +3.2% | -6.5% |
| 6M | -1.0% | -8.0% | +7.0% | +0.5% |
| YTD | +7.0% | +47.1% | -40.1% | -6.2% |
| 1Y | +16.6% | +50.7% | -34.0% | +1.4% |
| 3Y | +204.4% | +209.0% | -4.5% | +108.2% |
| 5Y | +160.0% | +847.0% | -687.0% | +18.1% |
| 10Y | +458.9% | +184.3% | +274.6% | +192.8% |
| All | +458.9% | +180.1% | +278.8% | +192.8% |
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