-68.5%
FLNC vs GPC
+16.8%
-85.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.9% | +9.6% | +8.1% |
| 7D | +6.0% | +0.2% | +5.8% | +5.7% |
| 30D | -16.3% | -0.4% | -15.9% | -16.3% |
| 3M | -54.1% | +39.2% | -93.3% | -62.8% |
| 6M | -25.3% | +18.2% | -43.5% | -33.8% |
| YTD | -44.2% | +12.1% | -56.3% | -49.3% |
| 1Y | +53.1% | -0.7% | +53.8% | +49.7% |
| 3Y | -58.3% | -1.7% | -56.6% | -61.6% |
| All | -68.5% | +16.8% | -85.2% | -79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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