+68.4%
FITB vs GH
+24.4%
+44.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | -5.1% | -2.6% | -2.5% | -4.9% |
| 3M | +3.5% | +25.1% | -21.6% | +0.3% |
| 6M | +17.2% | +78.5% | -61.3% | +8.2% |
| YTD | +17.6% | +59.4% | -41.7% | +10.0% |
| 1Y | +23.4% | +173.9% | -150.5% | +7.1% |
| 3Y | +129.7% | +382.7% | -253.0% | +77.8% |
| 5Y | +68.4% | +24.4% | +44.0% | +26.8% |
| All | +68.4% | +24.4% | +44.0% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling