+159.4%
FITB vs GH
+481.7%
-322.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | -4.7% | -1.1% | -3.7% | -4.7% |
| 3M | +6.7% | +21.3% | -14.6% | +3.6% |
| 6M | +12.6% | +73.5% | -61.0% | +3.8% |
| YTD | +19.1% | +58.0% | -38.9% | +11.0% |
| 1Y | +22.6% | +163.1% | -140.4% | +6.1% |
| 3Y | +127.1% | +361.0% | -233.9% | +74.2% |
| 5Y | +71.8% | +22.5% | +49.3% | +46.5% |
| All | +159.4% | +481.7% | -322.2% | +90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling