+202.0%
GS vs FTV
+37.0%
+165.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.6% | +2.0% | +3.3% |
| 7D | +0.8% | +0.4% | +0.4% | +0.8% |
| 30D | +1.2% | +17.2% | -16.0% | -6.5% |
| 3M | -12.4% | +8.9% | -21.3% | -16.1% |
| 6M | -2.3% | +11.3% | -13.6% | -8.1% |
| YTD | +4.6% | +21.9% | -17.3% | -7.6% |
| 1Y | +17.5% | +31.6% | -14.0% | -1.5% |
| 3Y | +202.0% | +38.1% | +164.0% | +135.8% |
| All | +202.0% | +37.0% | +165.0% | +135.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling