+66.7%
FITB vs GPN
-44.7%
+111.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | -0.3% | -4.6% | +4.3% | +1.7% |
| 30D | -5.7% | -0.3% | -5.4% | -5.8% |
| 3M | +3.2% | +35.4% | -32.3% | -10.7% |
| 6M | +23.4% | +21.7% | +1.7% | +11.0% |
| YTD | +18.8% | +14.9% | +3.9% | +8.6% |
| 1Y | +25.0% | +3.2% | +21.8% | +20.0% |
| 3Y | +131.2% | -27.1% | +158.3% | +156.6% |
| All | +66.7% | -44.7% | +111.4% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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