+1,488.6%
GIS vs FITB
+2,855.6%
-1,367.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | -7.8% | +0.6% | -8.5% | -7.9% |
| 30D | +6.6% | -4.7% | +11.3% | +7.0% |
| 3M | +21.0% | +6.7% | +14.3% | +20.3% |
| 6M | -9.1% | +12.6% | -21.6% | -10.0% |
| YTD | -13.6% | +19.1% | -32.7% | -15.0% |
| 1Y | -18.0% | +22.6% | -40.7% | -19.6% |
| 3Y | -33.7% | +127.1% | -160.8% | -38.6% |
| 5Y | -19.4% | +71.8% | -91.3% | -24.4% |
| 10Y | -21.3% | +287.2% | -308.4% | -33.4% |
| All | +1,488.6% | +2,855.6% | -1,367.1% | +559.3% |
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 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