+2,896.1%
FITB vs GAP
+2,258.2%
+637.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | +0.6% | -4.5% | +5.1% | +1.9% |
| 30D | -4.7% | +9.0% | -13.8% | -7.6% |
| 3M | +6.7% | +5.0% | +1.7% | +4.3% |
| 6M | +12.6% | -17.8% | +30.4% | +16.9% |
| YTD | +19.1% | -10.4% | +29.5% | +20.4% |
| 1Y | +22.6% | -3.4% | +26.0% | +20.4% |
| 3Y | +127.1% | +111.5% | +15.6% | +60.4% |
| 5Y | +71.8% | +8.8% | +63.0% | +38.4% |
| 10Y | +287.2% | +32.9% | +254.3% | +156.4% |
| All | +2,896.1% | +2,258.2% | +637.9% | +915.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling