+2,820.2%
FITB vs GD
+19,982.5%
-17,162.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.4% |
| 7D | -1.5% | -5.0% | +3.4% | +1.1% |
| 30D | +5.8% | +8.9% | -3.1% | +1.0% |
| 3M | -6.1% | -8.0% | +1.9% | -2.1% |
| 6M | +5.9% | +2.9% | +3.0% | +3.7% |
| YTD | +16.1% | +7.1% | +9.0% | +10.4% |
| 1Y | +28.8% | +5.9% | +22.9% | +23.2% |
| 3Y | +126.0% | +53.9% | +72.2% | +74.6% |
| 5Y | +45.3% | +95.4% | -50.1% | -1.8% |
| 10Y | +255.4% | +193.5% | +61.9% | +102.5% |
| All | +2,820.2% | +19,982.5% | -17,162.2% | +788.8% |
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 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