+43.1%
FLNC vs GAP
-7.6%
+50.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.4% | +1.4% |
| 7D | -4.1% | -4.1% | 0.0% | -2.5% |
| 30D | -24.8% | +6.2% | -31.0% | -26.9% |
| 3M | -59.1% | -0.7% | -58.4% | -59.3% |
| 6M | -42.0% | -7.1% | -34.8% | -41.8% |
| YTD | -49.8% | -14.1% | -35.7% | -46.9% |
| 1Y | +43.1% | -8.5% | +51.6% | +33.8% |
| All | +43.1% | -7.6% | +50.7% | +33.8% |
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