+175.6%
FN vs GTLB
-62.5%
+238.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.0% | -8.3% | -7.4% |
| 7D | +0.3% | -0.7% | +1.0% | +0.3% |
| 30D | -16.5% | -10.2% | -6.3% | -15.1% |
| 3M | -42.1% | +10.1% | -52.2% | -43.1% |
| 6M | -52.9% | +116.5% | -169.3% | -59.0% |
| YTD | -28.0% | +27.2% | -55.1% | -32.2% |
| 1Y | -18.5% | +8.6% | -27.1% | -21.1% |
| 3Y | +93.9% | +5.6% | +88.3% | +84.4% |
| All | +175.6% | -62.5% | +238.2% | +147.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling