+139.3%
GS vs FTI
+776.4%
-637.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -1.1% |
| 7D | -3.2% | -7.6% | +4.4% | -1.3% |
| 30D | -2.4% | -7.1% | +4.7% | -0.8% |
| 3M | -15.7% | -8.7% | -7.0% | -14.1% |
| 6M | -6.8% | -14.0% | +7.2% | -3.9% |
| YTD | -0.1% | +42.8% | -42.9% | -10.2% |
| 1Y | +12.1% | +50.4% | -38.3% | -0.8% |
| 3Y | +185.8% | +194.1% | -8.3% | +111.2% |
| All | +139.3% | +776.4% | -637.0% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling