+143.8%
FITB vs GD
+58.6%
+85.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.3% | +0.2% | +1.6% |
| 7D | -1.1% | -3.0% | +1.9% | +0.1% |
| 30D | +7.3% | +9.3% | -2.0% | +3.5% |
| 3M | -4.0% | -7.2% | +3.2% | -1.3% |
| 6M | +11.9% | +5.5% | +6.4% | +9.0% |
| YTD | +19.0% | +9.5% | +9.5% | +13.4% |
| 1Y | +31.0% | +6.4% | +24.6% | +26.6% |
| 3Y | +143.8% | +59.8% | +83.9% | +98.0% |
| All | +143.8% | +58.6% | +85.2% | +98.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling