+133.2%
FANG vs GTLB
-49.8%
+183.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +1.2% |
| 7D | +1.2% | -4.1% | +5.3% | +1.5% |
| 30D | +2.4% | +12.3% | -9.9% | +1.5% |
| 3M | +5.1% | +65.9% | -60.8% | +1.4% |
| 6M | +16.4% | +104.0% | -87.5% | +10.4% |
| YTD | +39.0% | +26.0% | +12.9% | +35.8% |
| 1Y | +50.6% | -3.5% | +54.1% | +49.8% |
| 3Y | +46.9% | -9.6% | +56.6% | +43.6% |
| All | +133.2% | -49.8% | +183.0% | +112.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling