+57.0%
FE vs GTLB
-47.1%
+104.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.6% |
| 7D | +1.9% | +11.1% | -9.1% | +1.8% |
| 30D | -1.2% | +37.8% | -39.0% | -1.4% |
| 3M | +3.5% | +61.6% | -58.1% | +3.0% |
| 6M | -6.1% | +98.9% | -105.0% | -6.7% |
| YTD | +7.6% | +32.8% | -25.2% | +7.4% |
| 1Y | +11.9% | +14.7% | -2.7% | +11.8% |
| 3Y | +48.4% | +1.3% | +47.1% | +47.5% |
| All | +57.0% | -47.1% | +104.1% | +58.4% |
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 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