+90.0%
FTI vs GTLB
-4.2%
+94.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.0% |
| 7D | -4.4% | -5.7% | +1.3% | -4.6% |
| 30D | +1.5% | +15.1% | -13.7% | +2.1% |
| 3M | +8.2% | +65.5% | -57.3% | +11.2% |
| 6M | +18.8% | +102.9% | -84.1% | +22.6% |
| YTD | +71.7% | +25.2% | +46.5% | +75.4% |
| 1Y | +90.0% | -5.5% | +95.6% | +90.7% |
| All | +90.0% | -4.2% | +94.3% | +90.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling