+438.8%
GS vs FTV
+109.2%
+329.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +5.9% | +3.9% | +2.0% | +3.4% |
| 30D | +4.3% | +18.7% | -14.4% | -6.3% |
| 3M | -11.7% | +10.0% | -21.7% | -16.9% |
| 6M | -3.2% | +14.6% | -17.7% | -11.9% |
| YTD | +5.8% | +23.4% | -17.6% | -9.7% |
| 1Y | +16.0% | +31.3% | -15.3% | -5.1% |
| 3Y | +199.8% | +39.8% | +160.0% | +131.9% |
| 5Y | +155.5% | +17.7% | +137.8% | +116.7% |
| All | +438.8% | +109.2% | +329.6% | +225.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling