-54.6%
GTLB vs FND
-60.0%
+5.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.6% | -0.8% | -2.7% |
| 7D | +4.6% | +0.4% | +4.2% | +4.4% |
| 30D | +21.0% | -23.6% | +44.6% | +40.6% |
| 3M | +51.7% | +4.3% | +47.4% | +43.2% |
| 6M | +89.3% | -20.3% | +109.6% | +105.9% |
| YTD | +25.6% | -21.3% | +46.9% | +34.7% |
| 1Y | -1.5% | -45.4% | +43.8% | +32.5% |
| 3Y | -9.9% | -48.9% | +38.9% | +9.2% |
| All | -54.6% | -60.0% | +5.4% | -32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling