+68.4%
FITB vs GAP
+6.6%
+61.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | +0.5% |
| 7D | -0.4% | -3.2% | +2.8% | +0.4% |
| 30D | -5.1% | -0.7% | -4.4% | -5.3% |
| 3M | +3.5% | -0.5% | +4.0% | +3.0% |
| 6M | +17.2% | -5.0% | +22.2% | +17.1% |
| YTD | +17.6% | -14.7% | +32.3% | +20.2% |
| 1Y | +23.4% | -8.6% | +32.0% | +23.3% |
| 3Y | +129.7% | +108.4% | +21.4% | +70.0% |
| 5Y | +68.4% | +5.8% | +62.6% | +35.5% |
| All | +68.4% | +6.6% | +61.8% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling