+787.7%
GS vs FTV
+90.8%
+696.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.7% |
| 7D | +0.9% | -4.5% | +5.4% | +3.8% |
| 30D | -1.6% | -7.1% | +5.5% | +2.9% |
| 3M | -4.5% | -7.2% | +2.7% | -0.7% |
| 6M | +20.9% | -1.5% | +22.4% | +20.6% |
| YTD | +19.9% | +3.5% | +16.4% | +14.5% |
| 1Y | +41.4% | +20.3% | +21.1% | +21.7% |
| 3Y | +239.2% | -3.1% | +242.3% | +232.0% |
| 5Y | +185.0% | +2.3% | +182.7% | +163.4% |
| 10Y | +655.0% | +76.3% | +578.6% | +400.9% |
| All | +787.7% | +90.8% | +696.9% | +471.8% |
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 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