+27.9%
GAP vs FLR
+19.7%
+8.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.5% |
| 7D | -4.1% | -3.5% | -0.6% | -3.1% |
| 30D | +6.2% | +4.2% | +2.1% | +4.7% |
| 3M | -0.7% | +8.1% | -8.8% | -4.6% |
| 6M | -7.1% | +21.5% | -28.6% | -14.7% |
| YTD | -14.1% | +36.8% | -50.8% | -24.2% |
| 1Y | -8.5% | +31.2% | -39.7% | -18.6% |
| 3Y | +115.4% | +53.9% | +61.5% | +74.9% |
| 5Y | +9.8% | +243.0% | -233.2% | -30.6% |
| All | +27.9% | +19.7% | +8.1% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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