+391.7%
FLR vs GPC
+1,387.1%
-995.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.7% |
| 7D | +5.1% | +0.4% | +4.8% | +4.9% |
| 30D | -0.5% | -1.8% | +1.3% | +0.3% |
| 3M | -3.5% | -6.6% | +3.1% | +0.3% |
| 6M | +16.5% | +21.3% | -4.9% | -2.4% |
| YTD | +27.3% | +4.3% | +23.0% | +14.9% |
| 1Y | +10.6% | +3.3% | +7.4% | +0.4% |
| 3Y | +39.4% | +0.8% | +38.6% | +18.6% |
| 5Y | +126.4% | +7.4% | +119.0% | +76.5% |
| 10Y | +8.4% | +79.2% | -70.9% | -45.9% |
| All | +391.7% | +1,387.1% | -995.4% | -56.7% |
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