+16.0%
GS vs FTI
+54.7%
-38.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.7% | -0.1% |
| 7D | +5.9% | +4.3% | +1.5% | +5.0% |
| 30D | +4.3% | -4.7% | +9.0% | +5.0% |
| 3M | -11.7% | -13.5% | +1.9% | -9.2% |
| 6M | -3.2% | -8.7% | +5.5% | -1.8% |
| YTD | +5.8% | +49.0% | -43.2% | -12.7% |
| 1Y | +16.0% | +54.0% | -38.0% | -5.5% |
| All | +16.0% | +54.7% | -38.6% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling