+51.6%
FANG vs GTLB
-4.2%
+55.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | +2.9% | -5.7% | +8.6% | +2.7% |
| 30D | +2.6% | +15.1% | -12.5% | +3.0% |
| 3M | +7.6% | +65.5% | -57.9% | +9.1% |
| 6M | +17.3% | +102.9% | -85.6% | +19.0% |
| YTD | +38.7% | +25.2% | +13.5% | +39.6% |
| 1Y | +51.6% | -5.5% | +57.2% | +57.2% |
| All | +51.6% | -4.2% | +55.9% | +57.2% |
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