+127.8%
FITB vs GD
+55.3%
+72.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.4% |
| 7D | -1.8% | -3.9% | +2.1% | -0.3% |
| 30D | +4.8% | +8.1% | -3.3% | +1.5% |
| 3M | -6.4% | -6.8% | +0.3% | -4.0% |
| 6M | +7.9% | +3.0% | +4.9% | +6.1% |
| YTD | +17.0% | +7.8% | +9.2% | +12.2% |
| 1Y | +29.9% | +5.8% | +24.1% | +25.7% |
| All | +127.8% | +55.3% | +72.4% | +81.7% |
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