+543.0%
FITB vs GWRE
+736.4%
-193.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.8% |
| 7D | -1.0% | -30.9% | +30.0% | +6.7% |
| 30D | -5.5% | -20.7% | +15.2% | -1.6% |
| 3M | +4.1% | +20.2% | -16.0% | -2.3% |
| 6M | +18.7% | -11.9% | +30.6% | +17.7% |
| YTD | +18.2% | -30.3% | +48.5% | +23.3% |
| 1Y | +23.7% | -44.6% | +68.3% | +36.7% |
| 3Y | +130.8% | +48.8% | +82.0% | +86.7% |
| 5Y | +69.8% | +14.8% | +55.0% | +43.4% |
| 10Y | +287.4% | +128.1% | +159.3% | +166.6% |
| All | +543.0% | +736.4% | -193.3% | +278.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling