+259.8%
FN vs GTLB
-50.0%
+309.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -2.0% | +13.9% | +12.2% |
| 7D | +16.3% | -9.6% | +25.9% | +18.0% |
| 30D | -24.7% | -14.5% | -10.3% | -23.0% |
| 3M | -34.9% | +20.9% | -55.8% | -37.0% |
| 6M | -41.1% | +81.4% | -122.5% | -47.1% |
| YTD | -19.6% | +25.6% | -45.2% | -24.1% |
| 1Y | -18.5% | +3.4% | -22.0% | -20.4% |
| 3Y | +119.1% | +8.9% | +110.2% | +107.9% |
| 5Y | +206.9% | -64.0% | +270.9% | +180.2% |
| All | +259.8% | -50.0% | +309.8% | +232.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling