+1,788.2%
GS vs FITB
+147.7%
+1,640.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.5% | +2.2% | +3.7% |
| 7D | +0.8% | -1.1% | +1.9% | +1.4% |
| 30D | +1.2% | +7.3% | -6.1% | -1.5% |
| 3M | -12.4% | -4.0% | -8.4% | -10.9% |
| 6M | -2.3% | +11.9% | -14.2% | -6.7% |
| YTD | +4.6% | +19.0% | -14.4% | -2.5% |
| 1Y | +17.5% | +31.0% | -13.5% | +5.5% |
| 3Y | +202.0% | +143.8% | +58.3% | +113.5% |
| 5Y | +152.4% | +48.9% | +103.5% | +111.4% |
| 10Y | +478.5% | +236.6% | +241.9% | +247.1% |
| All | +1,788.2% | +147.7% | +1,640.5% | +978.2% |
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