+12.6%
GTLB vs FND
-10.3%
+22.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.9% | -10.9% | -1.2% |
| 7D | -9.7% | +12.3% | -22.0% | -10.9% |
| 30D | +1.7% | +14.7% | -13.0% | 0.0% |
| 3M | +43.6% | -12.0% | +55.6% | +45.2% |
| 6M | +113.0% | +10.8% | +102.2% | +109.9% |
| YTD | +39.5% | -12.3% | +51.8% | +43.1% |
| 1Y | +12.6% | -13.4% | +26.0% | +15.2% |
| All | +12.6% | -10.3% | +22.9% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling