-58.3%
FLNC vs GGLL
+247.9%
-306.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.1% | +6.7% | +6.7% |
| 7D | +6.0% | +1.9% | +4.1% | +5.2% |
| 30D | -16.3% | -9.7% | -6.6% | -13.9% |
| 3M | -54.1% | -18.0% | -36.1% | -51.8% |
| 6M | -25.3% | +15.3% | -40.6% | -30.7% |
| YTD | -44.2% | +2.2% | -46.4% | -46.1% |
| 1Y | +53.1% | +73.1% | -20.0% | +27.4% |
| 3Y | -58.3% | +242.7% | -301.0% | -71.6% |
| All | -58.3% | +247.9% | -306.2% | -71.6% |
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