+132.8%
FANG vs GTLB
-50.1%
+182.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | +2.9% | -5.7% | +8.6% | +3.2% |
| 30D | +2.6% | +15.1% | -12.5% | +1.6% |
| 3M | +7.6% | +65.5% | -57.9% | +3.9% |
| 6M | +17.3% | +102.9% | -85.6% | +11.3% |
| YTD | +38.7% | +25.2% | +13.5% | +35.6% |
| 1Y | +51.6% | -5.5% | +57.2% | +51.0% |
| 3Y | +50.0% | -10.9% | +60.8% | +46.7% |
| All | +132.8% | -50.1% | +182.9% | +112.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling