+458.9%
GS vs FTV
+107.5%
+351.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | -0.1% | -0.7% | +0.5% | +0.4% |
| 30D | +3.7% | +18.3% | -14.7% | -6.7% |
| 3M | -10.0% | +10.2% | -20.2% | -15.4% |
| 6M | -1.0% | +12.8% | -13.8% | -9.1% |
| YTD | +7.0% | +23.4% | -16.4% | -8.7% |
| 1Y | +16.6% | +31.4% | -14.8% | -4.7% |
| 3Y | +204.4% | +38.7% | +165.8% | +136.7% |
| 5Y | +160.0% | +18.6% | +141.4% | +119.3% |
| 10Y | +458.9% | +110.1% | +348.7% | +237.2% |
| All | +458.9% | +107.5% | +351.4% | +237.2% |
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