+224.4%
FITB vs GD
+180.8%
+43.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.5% |
| 7D | +0.5% | -1.9% | +2.4% | +2.0% |
| 30D | +7.0% | +10.9% | -3.9% | -1.9% |
| 3M | -4.4% | -6.8% | +2.4% | +0.8% |
| 6M | +11.6% | +7.0% | +4.5% | +4.2% |
| YTD | +18.6% | +11.1% | +7.5% | +5.6% |
| 1Y | +29.8% | +7.0% | +22.8% | +19.4% |
| 3Y | +140.7% | +59.9% | +80.8% | +49.4% |
| 5Y | +48.6% | +102.5% | -53.9% | -29.1% |
| 10Y | +224.4% | +174.0% | +50.4% | +17.6% |
| All | +224.4% | +180.8% | +43.6% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling