-21.6%
GIS vs FITB
+71.3%
-92.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.9% |
| YTD | -15.0% | +18.3% | -33.3% | -16.0% |
| 1Y | -20.1% | +23.9% | -44.0% | -21.3% |
| 3Y | -34.6% | +131.1% | -165.7% | -38.4% |
| All | -21.6% | +71.3% | -92.9% | -24.3% |
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