+2,842.8%
FITB vs GD
+20,112.4%
-17,269.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.1% |
| 7D | -1.8% | -3.9% | +2.1% | +0.2% |
| 30D | +4.8% | +8.1% | -3.3% | +0.4% |
| 3M | -6.4% | -6.8% | +0.3% | -3.1% |
| 6M | +7.9% | +3.0% | +4.9% | +5.6% |
| YTD | +17.0% | +7.8% | +9.2% | +10.8% |
| 1Y | +29.9% | +5.8% | +24.1% | +24.3% |
| 3Y | +124.8% | +55.3% | +69.5% | +72.8% |
| 5Y | +46.4% | +96.7% | -50.3% | -1.3% |
| 10Y | +258.1% | +195.4% | +62.7% | +103.3% |
| All | +2,842.8% | +20,112.4% | -17,269.6% | +792.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling