+131.2%
FITB vs GFI
+287.6%
-156.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.6% |
| 7D | -0.3% | -4.9% | +4.6% | -0.1% |
| 30D | -5.7% | +10.7% | -16.4% | -6.0% |
| 3M | +3.2% | +25.6% | -22.5% | +2.1% |
| 6M | +23.4% | -8.3% | +31.7% | +23.3% |
| YTD | +18.8% | +6.3% | +12.5% | +17.9% |
| 1Y | +25.0% | +22.1% | +2.9% | +23.0% |
| 3Y | +131.2% | +289.2% | -158.0% | +91.0% |
| All | +131.2% | +287.6% | -156.4% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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