+243.0%
GS vs USFR
+14.1%
+228.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | +0.9% | +0.1% | +0.9% | +1.0% |
| 30D | -1.6% | +0.3% | -1.9% | -1.3% |
| 3M | -4.5% | +1.0% | -5.5% | -3.8% |
| 6M | +20.9% | +1.9% | +18.9% | +21.3% |
| YTD | +19.9% | +2.6% | +17.3% | +19.2% |
| 1Y | +41.4% | +4.0% | +37.4% | +37.3% |
| All | +243.0% | +14.1% | +228.9% | +205.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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