-35.5%
FLNC vs GAP
-5.1%
-30.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.6% | -3.8% | -7.8% |
| 7D | -4.2% | -3.2% | -1.0% | -3.7% |
| 30D | -20.0% | -0.7% | -19.3% | -19.7% |
| 3M | -56.9% | -0.5% | -56.4% | -56.6% |
| 6M | -35.5% | -5.0% | -30.6% | -42.7% |
| All | -35.5% | -5.1% | -30.4% | -42.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling