+164.6%
GM vs FITB
+128.2%
+36.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.1% |
| 7D | -1.1% | -0.4% | -0.7% | -0.9% |
| 30D | -4.6% | -5.1% | +0.6% | -2.0% |
| 3M | +0.2% | +3.5% | -3.3% | -2.2% |
| 6M | +12.6% | +17.2% | -4.6% | +2.2% |
| YTD | +3.7% | +17.6% | -14.0% | -6.5% |
| 1Y | +45.6% | +23.4% | +22.3% | +27.5% |
| All | +164.6% | +128.2% | +36.4% | +59.2% |
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