-50.1%
FLNC vs GGLL
+313.5%
-363.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.1% | -5.4% | -4.6% |
| 7D | -5.0% | -5.8% | +0.8% | -3.0% |
| 30D | -26.1% | -7.2% | -18.9% | -24.3% |
| 3M | -55.2% | -17.5% | -37.6% | -52.9% |
| 6M | -42.6% | +5.1% | -47.7% | -45.4% |
| YTD | -51.0% | -1.3% | -49.7% | -52.3% |
| 1Y | +43.3% | +60.2% | -16.9% | +19.0% |
| 3Y | -63.4% | +230.8% | -294.2% | -78.5% |
| All | -50.1% | +313.5% | -363.6% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling