-21.1%
GIS vs FITB
+290.8%
-311.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -6.4% | -0.3% | -6.1% | -6.4% |
| 30D | -6.1% | -5.7% | -0.4% | -5.8% |
| 3M | +7.8% | +3.2% | +4.7% | +7.6% |
| 6M | -8.8% | +23.4% | -32.2% | -10.0% |
| YTD | -19.1% | +18.8% | -37.9% | -20.1% |
| 1Y | -24.8% | +25.0% | -49.7% | -25.9% |
| 3Y | -37.6% | +131.2% | -168.8% | -41.0% |
| 5Y | -25.4% | +70.7% | -96.1% | -28.6% |
| All | -21.1% | +290.8% | -311.9% | -26.9% |
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