+141.6%
FITB vs GAP
+70.6%
+71.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +2.0% | +1.3% |
| 7D | +2.8% | -1.9% | +4.7% | +3.1% |
| 30D | +9.8% | -7.1% | +16.8% | +11.2% |
| 3M | -5.2% | +4.1% | -9.3% | -6.4% |
| 6M | +17.3% | +1.9% | +15.4% | +15.5% |
| YTD | +19.3% | -15.2% | +34.5% | +21.4% |
| 1Y | +32.7% | -10.6% | +43.3% | +33.5% |
| 3Y | +141.6% | +74.6% | +67.0% | +118.1% |
| All | +141.6% | +70.6% | +71.0% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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