+238.7%
GM vs FITB
+610.0%
-371.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -1.9% |
| 7D | +0.4% | +2.8% | -2.4% | -1.3% |
| 30D | -1.8% | -4.5% | +2.7% | +0.7% |
| 3M | +2.6% | +5.7% | -3.0% | -1.1% |
| 6M | +14.6% | +17.1% | -2.6% | +3.6% |
| YTD | +6.2% | +18.3% | -12.1% | -5.0% |
| 1Y | +48.7% | +23.9% | +24.8% | +29.1% |
| 3Y | +168.3% | +131.1% | +37.2% | +57.5% |
| 5Y | +82.8% | +71.1% | +11.7% | +25.7% |
| 10Y | +226.2% | +283.9% | -57.7% | +29.0% |
| All | +238.7% | +610.0% | -371.3% | -11.2% |
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 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