+2,896.1%
FITB vs GPC
+2,341.8%
+554.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -1.0% |
| 7D | +0.6% | +1.2% | -0.6% | -0.2% |
| 30D | -4.7% | +6.0% | -10.7% | -8.7% |
| 3M | +6.7% | +42.6% | -35.9% | -18.8% |
| 6M | +12.6% | +22.8% | -10.2% | -5.2% |
| YTD | +19.1% | +15.5% | +3.7% | +2.7% |
| 1Y | +22.6% | +2.0% | +20.6% | +15.3% |
| 3Y | +127.1% | -1.4% | +128.6% | +104.8% |
| 5Y | +71.8% | +30.6% | +41.2% | +23.2% |
| 10Y | +287.2% | +80.6% | +206.6% | +112.2% |
| All | +2,896.1% | +2,341.8% | +554.3% | +373.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling