+300.5%
FN vs GTLB
-47.1%
+347.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.1% | +3.0% |
| 7D | -1.7% | +11.1% | -12.7% | -3.2% |
| 30D | -22.0% | +37.8% | -59.8% | -25.9% |
| 3M | -43.0% | +61.6% | -104.6% | -47.3% |
| 6M | -27.7% | +98.9% | -126.7% | -36.5% |
| YTD | -10.5% | +32.8% | -43.3% | -16.1% |
| 1Y | +12.5% | +14.7% | -2.2% | +7.7% |
| 3Y | +153.8% | +1.3% | +152.5% | +142.9% |
| All | +300.5% | -47.1% | +347.6% | +267.1% |
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