+2,064.0%
GS vs FITB
+147.9%
+1,916.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | +0.9% | +0.6% | +0.3% | +0.7% |
| 30D | -1.6% | -4.7% | +3.2% | +0.3% |
| 3M | -4.5% | +6.7% | -11.2% | -7.0% |
| 6M | +20.9% | +12.6% | +8.3% | +15.2% |
| YTD | +19.9% | +19.1% | +0.8% | +11.6% |
| 1Y | +41.4% | +22.6% | +18.8% | +29.9% |
| 3Y | +239.2% | +127.1% | +112.0% | +145.5% |
| 5Y | +185.0% | +71.8% | +113.2% | +125.5% |
| 10Y | +655.0% | +287.2% | +367.8% | +331.4% |
| All | +2,064.0% | +147.9% | +1,916.1% | +1,134.1% |
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