+206.5%
FITB vs GD
+165.7%
+40.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +2.8% | +2.7% | +0.1% | +0.6% |
| 30D | +9.8% | +8.6% | +1.2% | +2.4% |
| 3M | -5.2% | -7.1% | +1.9% | +0.2% |
| 6M | +17.3% | +7.5% | +9.9% | +9.2% |
| YTD | +19.3% | +9.9% | +9.4% | +7.2% |
| 1Y | +32.7% | +7.6% | +25.1% | +21.5% |
| 3Y | +141.6% | +56.2% | +85.4% | +53.2% |
| 5Y | +48.9% | +100.6% | -51.8% | -28.4% |
| All | +206.5% | +165.7% | +40.8% | +14.1% |
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