+2,895.1%
GE vs FITB
+2,843.2%
+51.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | +5.4% | +0.5% | +4.9% | +5.3% |
| 30D | +9.6% | +7.0% | +2.6% | +7.3% |
| 3M | -7.7% | -4.4% | -3.4% | -6.4% |
| 6M | +14.0% | +11.6% | +2.5% | +9.9% |
| YTD | +10.2% | +18.6% | -8.5% | +4.0% |
| 1Y | +8.9% | +29.8% | -20.9% | -0.3% |
| 3Y | +273.7% | +140.7% | +133.0% | +176.6% |
| 5Y | +410.2% | +48.6% | +361.6% | +331.9% |
| 10Y | +157.4% | +224.4% | -67.0% | +66.4% |
| All | +2,895.1% | +2,843.2% | +51.9% | +713.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling