+1,305.6%
GS vs FTI
+1,702.1%
-396.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -1.5% |
| 7D | -3.2% | -7.6% | +4.4% | -0.5% |
| 30D | -2.4% | -7.1% | +4.7% | -0.2% |
| 3M | -15.7% | -8.7% | -7.0% | -13.5% |
| 6M | -6.8% | -14.0% | +7.2% | -2.9% |
| YTD | -0.1% | +42.8% | -42.9% | -13.4% |
| 1Y | +12.1% | +50.4% | -38.3% | -4.8% |
| 3Y | +185.8% | +194.1% | -8.3% | +85.7% |
| 5Y | +140.1% | +775.2% | -635.1% | -2.8% |
| 10Y | +505.2% | +189.2% | +316.1% | +205.0% |
| All | +1,305.6% | +1,702.1% | -396.5% | +189.5% |
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 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