+4.5%
FE vs GTLB
+1.7%
+2.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | +0.2% |
| 7D | -0.4% | -9.6% | +9.2% | -0.8% |
| 30D | +3.6% | -15.5% | +19.1% | +3.0% |
| 3M | +0.3% | +12.4% | -12.0% | +1.0% |
| 6M | +6.4% | +84.6% | -78.1% | +9.5% |
| YTD | +8.1% | +26.1% | -18.0% | +10.4% |
| All | +4.5% | +1.7% | +2.8% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling