+118.1%
FN vs GTLB
+4.2%
+113.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.4% | +4.5% | +5.7% |
| 7D | +8.0% | -9.6% | +17.7% | +9.7% |
| 30D | -19.1% | -15.5% | -3.6% | -17.1% |
| 3M | -29.8% | +12.4% | -42.2% | -31.1% |
| 6M | -43.2% | +84.6% | -127.7% | -49.5% |
| YTD | -18.9% | +26.1% | -45.0% | -21.5% |
| 1Y | -17.9% | +1.7% | -19.6% | -15.5% |
| All | +118.1% | +4.2% | +113.9% | +124.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling