+50.2%
FITB vs GTLB
-49.8%
+100.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.2% |
| 7D | -1.0% | -4.1% | +3.1% | -0.6% |
| 30D | -5.5% | +12.3% | -17.8% | -6.8% |
| 3M | +4.1% | +65.9% | -61.8% | -1.7% |
| 6M | +18.7% | +104.0% | -85.2% | +8.7% |
| YTD | +18.2% | +26.0% | -7.9% | +13.7% |
| 1Y | +23.7% | -3.5% | +27.1% | +22.1% |
| 3Y | +130.8% | -9.6% | +140.4% | +122.5% |
| All | +50.2% | -49.8% | +100.0% | +37.4% |
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