+44.6%
FE vs GTLB
+12.7%
+31.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.4% |
| 7D | -1.0% | -11.1% | +10.1% | -1.2% |
| 30D | +4.1% | -7.5% | +11.7% | +4.1% |
| 3M | -1.0% | +34.8% | -35.8% | -0.6% |
| 6M | +4.0% | +98.0% | -94.0% | +4.9% |
| YTD | +6.8% | +28.1% | -21.3% | +7.7% |
| 1Y | +5.3% | +5.6% | -0.3% | +6.2% |
| 3Y | +44.6% | +15.9% | +28.6% | +38.3% |
| All | +44.6% | +12.7% | +31.8% | +38.3% |
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 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