-54.1%
GTLB vs FND
-60.1%
+6.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +2.2% |
| 7D | -0.7% | -6.8% | +6.1% | +3.0% |
| 30D | -10.2% | +8.0% | -18.2% | -15.3% |
| 3M | +10.1% | -18.9% | +29.0% | +21.7% |
| 6M | +116.5% | +4.7% | +111.8% | +99.1% |
| YTD | +27.2% | -21.6% | +48.8% | +34.2% |
| 1Y | +8.6% | -22.0% | +30.6% | +13.7% |
| 3Y | +5.6% | -40.4% | +46.0% | +10.0% |
| 5Y | -61.8% | -63.8% | +2.0% | -42.6% |
| All | -54.1% | -60.1% | +6.1% | -33.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling