+47.5%
FITB vs GFS
-2.1%
+49.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.0% |
| 7D | -0.4% | +4.5% | -4.9% | -1.4% |
| 30D | -5.1% | -8.2% | +3.0% | -3.4% |
| 3M | +3.5% | -38.9% | +42.4% | +14.2% |
| 6M | +17.2% | -2.9% | +20.1% | +12.7% |
| YTD | +17.6% | +31.8% | -14.1% | +3.3% |
| 1Y | +23.4% | +43.1% | -19.8% | +5.3% |
| 3Y | +129.7% | -20.6% | +150.4% | +120.6% |
| All | +47.5% | -2.1% | +49.6% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling