+137.7%
FLR vs FGI
-70.0%
+207.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.2% |
| 7D | +5.1% | -4.1% | +9.2% | +5.2% |
| 30D | -0.5% | -3.4% | +2.9% | -0.4% |
| 3M | -3.5% | +61.8% | -65.2% | -5.0% |
| 6M | +16.5% | +17.0% | -0.6% | +14.9% |
| YTD | +27.3% | +31.4% | -4.1% | +23.7% |
| 1Y | +10.6% | +42.7% | -32.0% | +7.0% |
| 3Y | +39.4% | -0.1% | +39.5% | +33.7% |
| All | +137.7% | -70.0% | +207.7% | +137.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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