+1,704.0%
GS vs FITB
+141.7%
+1,562.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | -3.2% | -1.5% | -1.7% | -2.6% |
| 30D | -2.4% | +5.8% | -8.2% | -4.5% |
| 3M | -15.7% | -6.1% | -9.6% | -13.6% |
| 6M | -6.8% | +5.9% | -12.7% | -9.0% |
| YTD | -0.1% | +16.1% | -16.2% | -5.9% |
| 1Y | +12.1% | +28.8% | -16.7% | +1.2% |
| 3Y | +185.8% | +126.0% | +59.8% | +107.9% |
| 5Y | +140.1% | +45.3% | +94.8% | +103.0% |
| 10Y | +505.2% | +255.4% | +249.9% | +256.9% |
| All | +1,704.0% | +141.7% | +1,562.4% | +939.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling