+185.7%
GS vs FTI
+1,129.5%
-943.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +0.9% | +5.3% | -4.3% | -0.4% |
| 30D | -1.6% | +15.3% | -16.9% | -5.2% |
| 3M | -4.5% | +15.8% | -20.2% | -8.3% |
| 6M | +20.9% | +22.6% | -1.7% | +13.7% |
| YTD | +19.9% | +79.5% | -59.7% | +2.1% |
| 1Y | +41.4% | +102.0% | -60.6% | +16.4% |
| 3Y | +239.2% | +315.8% | -76.7% | +131.8% |
| All | +185.7% | +1,129.5% | -943.8% | +40.5% |
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 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