+186.8%
GS vs FITB
+124.9%
+61.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.3% | -4.0% | -4.8% |
| 7D | -6.3% | -1.8% | -4.5% | -5.1% |
| 30D | -3.1% | +4.8% | -8.0% | -6.2% |
| 3M | -17.7% | -6.4% | -11.2% | -13.8% |
| 6M | -4.6% | +7.9% | -12.5% | -10.0% |
| YTD | +0.3% | +17.0% | -16.7% | -11.1% |
| 1Y | +11.7% | +29.9% | -18.2% | -8.2% |
| All | +186.8% | +124.9% | +61.9% | +78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling