+1,586.1%
GS vs FTI
+2,165.1%
-579.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +0.9% | +5.3% | -4.3% | -0.9% |
| 30D | -1.6% | +15.3% | -16.9% | -6.6% |
| 3M | -4.5% | +15.8% | -20.2% | -9.8% |
| 6M | +20.9% | +22.6% | -1.7% | +11.2% |
| YTD | +19.9% | +79.5% | -59.7% | -3.7% |
| 1Y | +41.4% | +102.0% | -60.6% | +8.3% |
| 3Y | +239.2% | +315.8% | -76.7% | +94.9% |
| 5Y | +185.0% | +1,129.5% | -944.5% | +1.9% |
| 10Y | +655.0% | +320.9% | +334.0% | +231.8% |
| All | +1,586.1% | +2,165.1% | -579.0% | +221.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling