-71.6%
FLNC vs GAP
+19.0%
-90.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.4% | +1.2% |
| 7D | -4.1% | -4.1% | 0.0% | -2.1% |
| 30D | -24.8% | +6.2% | -31.0% | -27.4% |
| 3M | -59.1% | -0.7% | -58.4% | -59.7% |
| 6M | -42.0% | -7.1% | -34.8% | -41.7% |
| YTD | -49.8% | -14.1% | -35.7% | -47.8% |
| 1Y | +43.1% | -8.5% | +51.6% | +44.1% |
| 3Y | -61.0% | +115.4% | -176.3% | -77.0% |
| All | -71.6% | +19.0% | -90.6% | -81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling