+211.6%
FTI vs GTLB
+5.1%
+206.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +2.0% |
| 7D | +4.3% | -0.7% | +5.1% | +4.4% |
| 30D | -4.7% | -10.2% | +5.6% | -3.9% |
| 3M | -13.5% | +10.1% | -23.6% | -14.3% |
| 6M | -8.7% | +116.5% | -125.2% | -14.7% |
| YTD | +49.0% | +27.2% | +21.8% | +46.1% |
| 1Y | +54.0% | +8.6% | +45.5% | +53.6% |
| 3Y | +211.6% | +5.6% | +206.0% | +221.6% |
| All | +211.6% | +5.1% | +206.5% | +221.6% |
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