+66.7%
FITB vs GPC
+29.4%
+37.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -0.3% | -3.2% | +2.9% | +1.1% |
| 30D | -5.7% | +0.5% | -6.2% | -6.0% |
| 3M | +3.2% | +31.7% | -28.6% | -9.6% |
| 6M | +23.4% | +24.7% | -1.3% | +10.6% |
| YTD | +18.8% | +11.8% | +7.0% | +10.1% |
| 1Y | +25.0% | -3.0% | +27.9% | +24.0% |
| 3Y | +131.2% | -1.1% | +132.3% | +116.6% |
| All | +66.7% | +29.4% | +37.3% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling