+447.4%
FLR vs GPC
+1,546.5%
-1,099.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -3.1% |
| 7D | +5.4% | +1.2% | +4.2% | +4.5% |
| 30D | +11.4% | +6.0% | +5.4% | +6.9% |
| 3M | +11.4% | +42.6% | -31.2% | -16.0% |
| 6M | +16.6% | +22.8% | -6.1% | -2.7% |
| YTD | +41.7% | +15.5% | +26.3% | +20.0% |
| 1Y | +35.4% | +2.0% | +33.4% | +25.3% |
| 3Y | +57.3% | -1.4% | +58.7% | +37.3% |
| 5Y | +241.0% | +30.6% | +210.4% | +130.2% |
| 10Y | +16.6% | +80.6% | -64.0% | -40.8% |
| All | +447.4% | +1,546.5% | -1,099.1% | -54.7% |
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