+71.7%
FERG vs GTLB
-49.8%
+121.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.2% |
| 7D | -1.0% | -4.1% | +3.1% | -0.6% |
| 30D | -11.8% | +12.3% | -24.1% | -13.1% |
| 3M | -1.2% | +65.9% | -67.1% | -7.2% |
| 6M | -2.3% | +104.0% | -106.3% | -11.2% |
| YTD | +0.8% | +26.0% | -25.2% | -3.2% |
| 1Y | +0.5% | -3.5% | +4.0% | -0.6% |
| 3Y | +51.4% | -9.6% | +61.0% | +47.3% |
| All | +71.7% | -49.8% | +121.5% | +61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling