-17.3%
GIS vs FITB
+212.2%
-229.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.3% |
| 7D | -3.4% | +2.8% | -6.1% | -3.5% |
| 30D | +6.9% | +9.8% | -2.9% | +6.2% |
| 3M | -10.1% | -5.2% | -5.0% | -9.8% |
| 6M | +5.9% | +17.3% | -11.5% | +4.8% |
| YTD | -21.1% | +19.3% | -40.4% | -22.1% |
| 1Y | -22.5% | +32.7% | -55.2% | -24.0% |
| 3Y | -39.0% | +141.6% | -180.6% | -42.6% |
| 5Y | -33.3% | +48.9% | -82.2% | -35.7% |
| All | -17.3% | +212.2% | -229.4% | -24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling