+1,317.1%
GIS vs FITB
+2,827.5%
-1,510.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -8.1% | +0.8% | -8.9% | -8.1% |
| 30D | +5.3% | +7.3% | -2.0% | +4.7% |
| 3M | -10.5% | -6.3% | -4.2% | -10.1% |
| 6M | +1.8% | +12.6% | -10.7% | +0.8% |
| YTD | -22.9% | +18.0% | -40.9% | -24.1% |
| 1Y | -22.9% | +28.9% | -51.8% | -24.7% |
| 3Y | -40.5% | +139.4% | -179.9% | -45.1% |
| 5Y | -34.9% | +47.2% | -82.1% | -38.1% |
| 10Y | -19.0% | +213.0% | -232.0% | -30.2% |
| All | +1,317.1% | +2,827.5% | -1,510.4% | +488.5% |
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