+284.0%
FITB vs GWRE
+131.0%
+153.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -0.3% | -13.2% | +13.0% | +2.8% |
| 30D | -5.7% | -18.6% | +12.9% | -2.4% |
| 3M | +3.2% | +18.9% | -15.7% | -3.2% |
| 6M | +23.4% | -11.0% | +34.4% | +22.0% |
| YTD | +18.8% | -29.9% | +48.7% | +24.4% |
| 1Y | +25.0% | -44.3% | +69.3% | +39.4% |
| 3Y | +131.2% | +51.7% | +79.5% | +78.8% |
| 5Y | +70.7% | +15.4% | +55.2% | +40.6% |
| All | +284.0% | +131.0% | +153.0% | +147.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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