+49.6%
FITB vs GTLB
-50.8%
+100.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | -0.4% |
| 7D | -0.4% | -6.6% | +6.2% | +0.3% |
| 30D | -5.1% | +13.7% | -18.9% | -6.6% |
| 3M | +3.5% | +52.9% | -49.4% | -1.5% |
| 6M | +17.2% | +88.5% | -71.3% | +8.2% |
| YTD | +17.6% | +23.4% | -5.8% | +13.4% |
| 1Y | +23.4% | -3.8% | +27.2% | +21.9% |
| 3Y | +129.7% | -11.5% | +141.2% | +122.0% |
| All | +49.6% | -50.8% | +100.4% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling