-71.6%
FLNC vs GFI
+436.6%
-508.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.7% | +2.8% |
| 7D | -4.1% | -4.9% | +0.8% | -2.9% |
| 30D | -24.8% | +10.7% | -35.5% | -26.7% |
| 3M | -59.1% | +25.6% | -84.7% | -61.6% |
| 6M | -42.0% | -8.3% | -33.7% | -41.9% |
| YTD | -49.8% | +6.3% | -56.1% | -51.6% |
| 1Y | +43.1% | +22.1% | +21.0% | +34.7% |
| 3Y | -61.0% | +289.2% | -350.1% | -72.2% |
| All | -71.6% | +436.6% | -508.2% | -82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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