+440.3%
GE vs FITB
+72.3%
+368.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -1.6% | +0.6% | -2.2% | -1.9% |
| 30D | -11.6% | -4.7% | -6.8% | -9.7% |
| 3M | +3.0% | +6.7% | -3.7% | +0.2% |
| 6M | -0.5% | +12.6% | -13.1% | -5.4% |
| YTD | +9.7% | +19.1% | -9.4% | +1.8% |
| 1Y | +20.0% | +22.6% | -2.6% | +9.6% |
| 3Y | +275.8% | +127.1% | +148.7% | +159.9% |
| All | +440.3% | +72.3% | +368.0% | +308.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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