+2,883.5%
GE vs FITB
+2,855.6%
+27.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -1.6% | +0.6% | -2.2% | -1.8% |
| 30D | -11.6% | -4.7% | -6.8% | -10.1% |
| 3M | +3.0% | +6.7% | -3.7% | +0.8% |
| 6M | -0.5% | +12.6% | -13.1% | -4.2% |
| YTD | +9.7% | +19.1% | -9.4% | +3.5% |
| 1Y | +20.0% | +22.6% | -2.6% | +11.9% |
| 3Y | +275.8% | +127.1% | +148.7% | +182.6% |
| 5Y | +429.1% | +71.8% | +357.3% | +328.0% |
| 10Y | +151.2% | +287.2% | -136.0% | +54.3% |
| All | +2,883.5% | +2,855.6% | +27.9% | +709.4% |
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