+438.8%
GS vs FITB
+212.2%
+226.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.3% |
| 7D | +5.9% | +2.8% | +3.1% | +4.2% |
| 30D | +4.3% | +9.8% | -5.5% | -1.3% |
| 3M | -11.7% | -5.2% | -6.5% | -8.8% |
| 6M | -3.2% | +17.3% | -20.5% | -12.2% |
| YTD | +5.8% | +19.3% | -13.5% | -5.4% |
| 1Y | +16.0% | +32.7% | -16.7% | -2.8% |
| 3Y | +199.8% | +141.6% | +58.2% | +76.1% |
| 5Y | +155.5% | +48.9% | +106.7% | +91.5% |
| All | +438.8% | +212.2% | +226.7% | +126.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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