+642.7%
GS vs FTV
+119.2%
+523.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.3% | -2.1% | -3.7% |
| 7D | -6.3% | -0.6% | -5.7% | -5.9% |
| 30D | -3.1% | +13.0% | -16.2% | -10.2% |
| 3M | -17.7% | +6.8% | -24.4% | -21.1% |
| 6M | -4.6% | +8.0% | -12.6% | -9.9% |
| YTD | +0.3% | +18.9% | -18.6% | -12.2% |
| 1Y | +11.7% | +30.8% | -19.1% | -8.3% |
| 3Y | +183.6% | +33.4% | +150.2% | +126.8% |
| 5Y | +141.0% | +12.7% | +128.3% | +110.4% |
| 10Y | +507.4% | +111.6% | +395.9% | +262.7% |
| All | +642.7% | +119.2% | +523.5% | +338.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling