+51.4%
FE vs GTLB
+5.1%
+46.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +1.1% |
| 7D | +1.2% | -0.7% | +2.0% | +1.2% |
| 30D | +4.5% | -10.2% | +14.7% | +4.4% |
| 3M | +1.3% | +10.1% | -8.8% | +1.5% |
| 6M | +8.7% | +116.5% | -107.8% | +9.7% |
| YTD | +9.2% | +27.2% | -18.0% | +10.1% |
| 1Y | +7.0% | +8.6% | -1.6% | +7.9% |
| 3Y | +51.4% | +5.6% | +45.8% | +46.4% |
| All | +51.4% | +5.1% | +46.3% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling