+49.4%
FE vs GTLB
+1.9%
+47.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.6% |
| 7D | +1.9% | +11.1% | -9.1% | +2.1% |
| 30D | -1.2% | +37.8% | -39.0% | -0.7% |
| 3M | +3.5% | +61.6% | -58.1% | +4.1% |
| 6M | -6.1% | +98.9% | -105.0% | -5.1% |
| YTD | +7.6% | +32.8% | -25.2% | +8.5% |
| 1Y | +11.9% | +14.7% | -2.7% | +12.9% |
| All | +49.4% | +1.9% | +47.5% | +43.9% |
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