+42.5%
GM vs FITB
+48.6%
-6.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -1.0% |
| 7D | -0.2% | +2.8% | -2.9% | -1.8% |
| 30D | +3.6% | +9.8% | -6.2% | -2.1% |
| 3M | -0.2% | -5.2% | +4.9% | +2.7% |
| 6M | +13.9% | +17.3% | -3.4% | +2.5% |
| YTD | +6.5% | +19.3% | -12.8% | -5.8% |
| 1Y | +20.7% | +32.7% | -12.0% | -0.1% |
| 3Y | +229.5% | +141.6% | +87.9% | +81.1% |
| All | +42.5% | +48.6% | -6.1% | +6.7% |
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