-10.5%
GAP vs FLR
+30.6%
-41.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.7% |
| 7D | -6.3% | -6.9% | +0.6% | -5.2% |
| 30D | -0.2% | +1.1% | -1.4% | -0.5% |
| 3M | 0.0% | +14.3% | -14.3% | -4.5% |
| 6M | -8.1% | +19.1% | -27.2% | -14.2% |
| YTD | -16.5% | +35.1% | -51.6% | -24.9% |
| 1Y | -10.5% | +29.5% | -39.9% | -18.0% |
| All | -10.5% | +30.6% | -41.1% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling