+141.0%
GS vs FITB
+44.9%
+96.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.3% | -4.0% | -5.0% |
| 7D | -6.3% | -1.8% | -4.5% | -5.2% |
| 30D | -3.1% | +4.8% | -8.0% | -5.8% |
| 3M | -17.7% | -6.4% | -11.2% | -14.4% |
| 6M | -4.6% | +7.9% | -12.5% | -9.1% |
| YTD | +0.3% | +17.0% | -16.7% | -9.1% |
| 1Y | +11.7% | +29.9% | -18.2% | -4.9% |
| 3Y | +183.6% | +124.8% | +58.7% | +81.0% |
| 5Y | +141.0% | +46.4% | +94.5% | +85.5% |
| All | +141.0% | +44.9% | +96.0% | +85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling