+53.3%
FLNC vs GAP
+1.5%
+51.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | -4.9% | -4.5% | -0.4% | -3.4% |
| 30D | -27.3% | +9.0% | -36.3% | -30.2% |
| 3M | -61.9% | +5.0% | -66.9% | -62.8% |
| 6M | -34.5% | -17.8% | -16.7% | -28.8% |
| YTD | -47.7% | -10.4% | -37.3% | -45.5% |
| 1Y | +53.3% | -3.4% | +56.7% | +34.9% |
| All | +53.3% | +1.5% | +51.8% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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