+254.1%
FLR vs GPC
+29.0%
+225.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.7% |
| 7D | +0.7% | +0.2% | +0.5% | +0.6% |
| 30D | -0.7% | -0.4% | -0.3% | -0.7% |
| 3M | +14.3% | +39.2% | -24.8% | +1.2% |
| 6M | +25.6% | +18.2% | +7.4% | +17.3% |
| YTD | +42.9% | +12.1% | +30.8% | +33.0% |
| 1Y | +38.7% | -0.7% | +39.4% | +35.6% |
| 3Y | +61.8% | -1.7% | +63.4% | +51.7% |
| 5Y | +254.1% | +29.3% | +224.8% | +173.5% |
| All | +254.1% | +29.0% | +225.1% | +173.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling