+48.2%
FITB vs GFS
-2.1%
+50.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.0% | +3.2% | -4.2% | -1.7% |
| 30D | -5.5% | -9.6% | +4.1% | -3.5% |
| 3M | +4.1% | -38.5% | +42.6% | +14.7% |
| 6M | +18.7% | -1.3% | +20.0% | +13.7% |
| YTD | +18.2% | +31.8% | -13.6% | +3.7% |
| 1Y | +23.7% | +44.6% | -20.9% | +5.3% |
| 3Y | +130.8% | -20.6% | +151.4% | +121.6% |
| All | +48.2% | -2.1% | +50.3% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 10y: compounded portfolio wealth divided by compounded GFS 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…
10y analysis · Full analysis span regression · 6 months rolling