+57.4%
FE vs GTLB
-49.0%
+106.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.4% |
| 7D | 0.0% | -11.1% | +11.1% | +0.1% |
| 30D | +5.2% | -7.5% | +12.7% | +5.2% |
| 3M | 0.0% | +34.8% | -34.8% | -0.3% |
| 6M | +5.0% | +98.0% | -92.9% | +4.3% |
| YTD | +7.9% | +28.1% | -20.2% | +7.7% |
| 1Y | +6.3% | +5.6% | +0.8% | +6.4% |
| 3Y | +46.0% | +15.9% | +30.1% | +44.7% |
| 5Y | +45.6% | -61.1% | +106.7% | +47.5% |
| All | +57.4% | -49.0% | +106.4% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling