+66.7%
FITB vs GWRE
+15.1%
+51.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -0.3% | -13.2% | +13.0% | +1.7% |
| 30D | -5.7% | -18.6% | +12.9% | -3.6% |
| 3M | +3.2% | +18.9% | -15.7% | -1.1% |
| 6M | +23.4% | -11.0% | +34.4% | +22.7% |
| YTD | +18.8% | -29.9% | +48.7% | +23.4% |
| 1Y | +25.0% | -44.3% | +69.3% | +36.3% |
| 3Y | +131.2% | +51.7% | +79.5% | +85.9% |
| All | +66.7% | +15.1% | +51.7% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling