+77.5%
FERG vs GTLB
-47.1%
+124.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.3% | +2.2% |
| 7D | 0.0% | +11.1% | -11.1% | -1.3% |
| 30D | -10.2% | +37.8% | -48.0% | -13.6% |
| 3M | -0.6% | +61.6% | -62.2% | -6.3% |
| 6M | -6.5% | +98.9% | -105.4% | -14.7% |
| YTD | +4.2% | +32.8% | -28.6% | -0.5% |
| 1Y | -2.3% | +14.7% | -16.9% | -5.4% |
| 3Y | +48.5% | +1.3% | +47.1% | +42.7% |
| All | +77.5% | -47.1% | +124.6% | +65.4% |
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