+43.1%
FLNC vs GTLB
-4.2%
+47.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.1% | +2.6% |
| 7D | -4.1% | -5.7% | +1.6% | -2.7% |
| 30D | -24.8% | +15.1% | -39.9% | -27.9% |
| 3M | -59.1% | +65.5% | -124.6% | -64.9% |
| 6M | -42.0% | +102.9% | -144.9% | -51.3% |
| YTD | -49.8% | +25.2% | -75.0% | -53.4% |
| 1Y | +43.1% | -5.5% | +48.6% | +54.5% |
| All | +43.1% | -4.2% | +47.3% | +54.5% |
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