+1,310.7%
GS vs FTI
+1,647.4%
-336.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.5% | -1.9% | -4.8% |
| 7D | -6.3% | -8.0% | +1.7% | -3.6% |
| 30D | -3.1% | -11.9% | +8.7% | +0.9% |
| 3M | -17.7% | -11.0% | -6.6% | -14.7% |
| 6M | -4.6% | -17.8% | +13.3% | +1.0% |
| YTD | +0.3% | +38.5% | -38.2% | -12.2% |
| 1Y | +11.7% | +45.9% | -34.2% | -4.1% |
| 3Y | +183.6% | +181.8% | +1.7% | +87.1% |
| 5Y | +141.0% | +748.6% | -607.7% | -1.3% |
| 10Y | +507.4% | +180.4% | +327.0% | +209.5% |
| All | +1,310.7% | +1,647.4% | -336.7% | +193.8% |
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