+2,883.6%
FITB vs GPC
+2,105.4%
+778.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.2% |
| 7D | +0.5% | +0.4% | +0.1% | +0.2% |
| 30D | +7.0% | -1.8% | +8.8% | +7.9% |
| 3M | -4.4% | -6.6% | +2.2% | -0.5% |
| 6M | +11.6% | +21.3% | -9.8% | -5.5% |
| YTD | +18.6% | +4.3% | +14.3% | +9.1% |
| 1Y | +29.8% | +3.3% | +26.6% | +20.2% |
| 3Y | +140.7% | +0.8% | +139.9% | +113.1% |
| 5Y | +48.6% | +7.4% | +41.2% | +22.4% |
| 10Y | +224.4% | +79.2% | +145.2% | +77.6% |
| All | +2,883.6% | +2,105.4% | +778.2% | +402.8% |
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