-47.8%
FLNC vs GGLL
+309.0%
-356.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.5% | -3.8% | -6.8% |
| 7D | -4.2% | -3.9% | -0.3% | -2.8% |
| 30D | -20.0% | -15.4% | -4.6% | -15.5% |
| 3M | -56.9% | -21.9% | -35.0% | -53.7% |
| 6M | -35.5% | +4.5% | -40.0% | -38.6% |
| YTD | -48.8% | -2.4% | -46.4% | -50.0% |
| 1Y | +49.3% | +57.8% | -8.5% | +24.5% |
| 3Y | -61.8% | +227.2% | -289.0% | -77.4% |
| All | -47.8% | +309.0% | -356.9% | -74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling