+12.1%
GS vs FITB
+29.0%
-16.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.1% |
| 7D | -3.2% | -1.5% | -1.7% | -2.2% |
| 30D | -2.4% | +5.8% | -8.2% | -5.6% |
| 3M | -15.7% | -6.1% | -9.6% | -12.5% |
| 6M | -6.8% | +5.9% | -12.7% | -10.4% |
| YTD | -0.1% | +16.1% | -16.2% | -9.4% |
| 1Y | +12.1% | +28.8% | -16.7% | -3.8% |
| All | +12.1% | +29.0% | -16.9% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling