-34.4%
GIS vs FITB
+129.5%
-163.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -8.3% | +2.8% | -11.1% | -8.5% |
| 30D | +2.2% | -4.5% | +6.7% | +2.5% |
| 3M | +15.7% | +5.7% | +10.0% | +15.3% |
| 6M | -12.0% | +17.1% | -29.1% | -12.8% |
| YTD | -15.0% | +18.3% | -33.3% | -16.0% |
| 1Y | -20.1% | +23.9% | -44.0% | -21.3% |
| All | -34.4% | +129.5% | -163.9% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling