+221.6%
FN vs GTLB
-49.0%
+270.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.8% | +13.5% | +11.9% |
| 7D | 0.0% | -11.1% | +11.0% | +1.8% |
| 30D | -34.3% | -7.5% | -26.8% | -33.5% |
| 3M | -39.9% | +34.8% | -74.6% | -42.7% |
| 6M | -51.8% | +98.0% | -149.8% | -57.4% |
| YTD | -28.1% | +28.1% | -56.3% | -32.3% |
| 1Y | -29.1% | +5.6% | -34.6% | -30.8% |
| 3Y | +102.4% | +15.9% | +86.5% | +90.5% |
| 5Y | +171.7% | -61.1% | +232.7% | +148.0% |
| All | +221.6% | -49.0% | +270.6% | +196.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling