+50.4%
FERG vs GTLB
-10.9%
+61.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -2.6% | -5.7% | +3.1% | -1.8% |
| 30D | -8.9% | +15.1% | -24.0% | -10.8% |
| 3M | -2.0% | +65.5% | -67.5% | -8.9% |
| 6M | -3.2% | +102.9% | -106.1% | -13.5% |
| YTD | +1.5% | +25.2% | -23.7% | -2.2% |
| 1Y | +0.5% | -5.5% | +6.0% | +1.2% |
| 3Y | +50.4% | -10.9% | +61.3% | +53.5% |
| All | +50.4% | -10.9% | +61.3% | +53.5% |
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