-71.9%
FLNC vs GGLL
+166.5%
-238.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.5% |
| 7D | -11.2% | +7.7% | -18.9% | -13.3% |
| 30D | -24.6% | -30.2% | +5.6% | -16.8% |
| 3M | -64.6% | -31.3% | -33.3% | -61.0% |
| 6M | -78.8% | -52.1% | -26.7% | -74.1% |
| YTD | -76.3% | -25.9% | -50.5% | -75.2% |
| 1Y | -71.2% | -8.5% | -62.7% | -71.9% |
| 3Y | -71.9% | +165.5% | -237.4% | -76.0% |
| All | -71.9% | +166.5% | -238.4% | -76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling