+2,859.0%
FITB vs GFI
+682.6%
+2,176.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.6% |
| 7D | -0.4% | +4.7% | -5.1% | -0.5% |
| 30D | -5.1% | +14.4% | -19.6% | -5.5% |
| 3M | +3.5% | +32.5% | -29.0% | +2.7% |
| 6M | +17.2% | -7.2% | +24.4% | +17.2% |
| YTD | +17.6% | +10.9% | +6.8% | +16.9% |
| 1Y | +23.4% | +35.5% | -12.1% | +21.8% |
| 3Y | +129.7% | +312.1% | -182.4% | +118.9% |
| 5Y | +68.4% | +524.6% | -456.2% | +57.3% |
| 10Y | +285.6% | +1,092.7% | -807.1% | +245.4% |
| All | +2,859.0% | +682.6% | +2,176.4% | +2,727.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling