+48.6%
FITB vs GD
+100.7%
-52.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.1% |
| 7D | +0.5% | -1.9% | +2.4% | +1.4% |
| 30D | +7.0% | +10.9% | -3.9% | +1.3% |
| 3M | -4.4% | -6.8% | +2.4% | -1.0% |
| 6M | +11.6% | +7.0% | +4.5% | +7.0% |
| YTD | +18.6% | +11.1% | +7.5% | +10.4% |
| 1Y | +29.8% | +7.0% | +22.8% | +23.6% |
| 3Y | +140.7% | +59.9% | +80.8% | +75.3% |
| 5Y | +48.6% | +102.5% | -53.9% | -14.8% |
| All | +48.6% | +100.7% | -52.1% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling