+51.7%
FITB vs GTLB
-49.4%
+101.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.2% | +1.0% |
| 7D | +2.8% | -0.7% | +3.5% | +2.8% |
| 30D | +9.8% | -10.2% | +20.0% | +10.9% |
| 3M | -5.2% | +10.1% | -15.3% | -6.4% |
| 6M | +17.3% | +116.5% | -99.1% | +7.0% |
| YTD | +19.3% | +27.2% | -7.9% | +14.5% |
| 1Y | +32.7% | +8.6% | +24.1% | +29.4% |
| 3Y | +141.6% | +5.6% | +136.0% | +128.9% |
| 5Y | +48.9% | -61.8% | +110.7% | +36.0% |
| All | +51.7% | -49.4% | +101.0% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling