+53.3%
FLNC vs GTLB
+14.4%
+38.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.2% |
| 7D | -4.9% | +11.1% | -15.9% | -7.7% |
| 30D | -27.3% | +37.8% | -65.1% | -33.8% |
| 3M | -61.9% | +61.6% | -123.5% | -66.9% |
| 6M | -34.5% | +98.9% | -133.4% | -45.2% |
| YTD | -47.7% | +32.8% | -80.4% | -52.3% |
| 1Y | +53.3% | +14.7% | +38.7% | +68.9% |
| All | +53.3% | +14.4% | +38.9% | +68.9% |
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 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