-54.5%
GTLB vs FND
-60.9%
+6.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +3.0% |
| 7D | -4.1% | -5.1% | +1.0% | -1.1% |
| 30D | +12.3% | -22.5% | +34.9% | +29.8% |
| 3M | +65.9% | -5.0% | +70.9% | +66.4% |
| 6M | +104.0% | -21.5% | +125.5% | +123.8% |
| YTD | +26.0% | -23.0% | +49.1% | +36.9% |
| 1Y | -3.5% | -44.9% | +41.4% | +28.8% |
| 3Y | -9.6% | -50.0% | +40.3% | +10.9% |
| All | -54.5% | -60.9% | +6.4% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling