+55.9%
FE vs GTLB
-50.0%
+105.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.7% | -0.6% |
| 7D | +0.6% | +4.6% | -3.9% | +0.6% |
| 30D | -2.1% | +21.0% | -23.1% | -2.3% |
| 3M | +2.6% | +51.7% | -49.1% | +2.2% |
| 6M | -6.8% | +89.3% | -96.1% | -7.4% |
| YTD | +6.9% | +25.6% | -18.8% | +6.7% |
| 1Y | +11.6% | -1.5% | +13.1% | +11.7% |
| 3Y | +47.7% | -9.9% | +57.6% | +47.0% |
| All | +55.9% | -50.0% | +105.9% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling