+142.4%
GILD vs FITB
+68.5%
+73.9%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | -4.8% | -0.3% | -4.5% | -4.8% |
| 30D | +5.8% | -5.7% | +11.4% | +6.9% |
| 3M | +14.9% | +3.2% | +11.8% | +14.2% |
| 6M | -0.4% | +23.4% | -23.8% | -4.3% |
| YTD | +18.5% | +18.8% | -0.3% | +14.3% |
| 1Y | +25.1% | +25.0% | +0.1% | +19.4% |
| 3Y | +105.9% | +131.2% | -25.3% | +73.9% |
| All | +142.4% | +68.5% | +73.9% | +115.1% |
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