+20.2%
FLR vs GPC
+83.6%
-63.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.0% | -3.6% |
| 7D | -3.1% | -0.6% | -2.5% | -2.9% |
| 30D | +4.9% | +1.3% | +3.6% | +3.9% |
| 3M | +10.8% | +37.1% | -26.3% | -9.2% |
| 6M | +19.7% | +23.2% | -3.5% | +3.8% |
| YTD | +38.4% | +13.1% | +25.3% | +22.8% |
| 1Y | +34.7% | +0.9% | +33.8% | +28.0% |
| 3Y | +56.7% | -0.8% | +57.5% | +40.7% |
| 5Y | +241.6% | +31.1% | +210.5% | +143.8% |
| 10Y | +20.2% | +87.4% | -67.2% | -27.8% |
| All | +20.2% | +83.6% | -63.4% | -27.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling