+277.6%
FTI vs GTLB
-12.2%
+289.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.3% |
| 7D | -2.3% | -6.6% | +4.2% | -1.9% |
| 30D | +5.0% | +13.7% | -8.7% | +4.1% |
| 3M | +13.8% | +52.9% | -39.1% | +10.4% |
| 6M | +22.9% | +88.5% | -65.6% | +16.6% |
| YTD | +75.0% | +23.4% | +51.5% | +72.4% |
| 1Y | +96.9% | -3.8% | +100.7% | +98.5% |
| All | +277.6% | -12.2% | +289.8% | +294.0% |
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 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