+141.6%
FITB vs GPC
+0.2%
+141.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +2.8% | +0.4% | +2.3% | +2.6% |
| 30D | +9.8% | -6.3% | +16.1% | +11.8% |
| 3M | -5.2% | -8.2% | +3.0% | -3.0% |
| 6M | +17.3% | +27.1% | -9.8% | +7.3% |
| YTD | +19.3% | +3.1% | +16.2% | +15.0% |
| 1Y | +32.7% | +0.1% | +32.6% | +29.4% |
| 3Y | +141.6% | +0.2% | +141.4% | +119.0% |
| All | +141.6% | +0.2% | +141.4% | +119.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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