+157.3%
FITB vs GH
+473.1%
-315.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.7% |
| 7D | -1.0% | -1.2% | +0.3% | -0.8% |
| 30D | -5.5% | -3.7% | -1.8% | -5.1% |
| 3M | +4.1% | +21.7% | -17.6% | +1.1% |
| 6M | +18.7% | +75.7% | -57.0% | +9.3% |
| YTD | +18.2% | +55.7% | -37.5% | +10.3% |
| 1Y | +23.7% | +181.1% | -157.5% | +6.0% |
| 3Y | +130.8% | +371.6% | -240.9% | +76.5% |
| 5Y | +69.8% | +23.2% | +46.6% | +44.6% |
| All | +157.3% | +473.1% | -315.7% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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