+130.3%
FITB vs GH
+373.6%
-243.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +2.8% | -2.1% | +4.9% | +3.1% |
| 30D | -4.5% | -4.5% | -0.1% | -4.1% |
| 3M | +5.7% | +28.9% | -23.2% | +1.9% |
| 6M | +17.1% | +76.5% | -59.4% | +8.0% |
| YTD | +18.3% | +57.6% | -39.3% | +10.5% |
| 1Y | +23.9% | +167.5% | -143.6% | +7.4% |
| All | +130.3% | +373.6% | -243.3% | +77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling