-1.1%
GAP vs FLR
+7.4%
-8.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.5% |
| 7D | -1.9% | +5.4% | -7.3% | -3.5% |
| 30D | -7.1% | +2.8% | -9.9% | -8.1% |
| 3M | +4.1% | -6.4% | +10.5% | +5.4% |
| 6M | +1.9% | +8.8% | -6.9% | -3.0% |
| YTD | -15.2% | +23.6% | -38.8% | -23.3% |
| 1Y | -10.6% | +13.8% | -24.4% | -17.3% |
| 3Y | +74.6% | +36.5% | +38.1% | +46.3% |
| 5Y | +3.7% | +119.3% | -115.7% | -25.9% |
| All | -1.1% | +7.4% | -8.5% | -28.7% |
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