+32,991.5%
GILD vs FITB
+1,511.5%
+31,480.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.8% |
| 3M | +14.9% | +3.2% | +11.8% | +14.2% |
| 6M | -0.4% | +23.4% | -23.8% | -4.2% |
| YTD | +18.5% | +18.8% | -0.3% | +14.6% |
| 1Y | +25.1% | +25.0% | +0.1% | +19.7% |
| 3Y | +105.9% | +131.2% | -25.3% | +74.9% |
| 5Y | +143.0% | +70.7% | +72.3% | +113.5% |
| 10Y | +162.4% | +289.4% | -127.0% | +88.0% |
| All | +32,991.5% | +1,511.5% | +31,480.0% | +9,071.0% |
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