+10.4%
FLR vs FGI
+45.3%
-35.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.9% | +6.4% | +8.3% |
| 7D | +8.5% | -1.4% | +9.9% | +8.5% |
| 30D | -0.7% | -3.2% | +2.5% | -0.7% |
| 3M | -11.7% | +64.1% | -75.8% | -12.4% |
| 6M | +16.2% | +17.2% | -1.0% | +15.5% |
| YTD | +27.0% | +31.6% | -4.6% | +23.8% |
| All | +10.4% | +45.3% | -35.0% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling