+291.7%
FITB vs GD
+190.3%
+101.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +1.3% |
| 7D | +0.6% | -5.3% | +5.9% | +5.1% |
| 30D | -4.7% | -6.4% | +1.7% | +0.4% |
| 3M | +6.7% | +5.7% | +1.0% | +1.1% |
| 6M | +12.6% | -0.9% | +13.5% | +11.9% |
| YTD | +19.1% | +8.2% | +11.0% | +8.9% |
| 1Y | +22.6% | +13.4% | +9.2% | +7.2% |
| 3Y | +127.1% | +68.5% | +58.6% | +33.2% |
| 5Y | +71.8% | +97.2% | -25.3% | -15.9% |
| All | +291.7% | +190.3% | +101.3% | +29.5% |
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