-10.6%
GAP vs FLR
+8.4%
-19.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.7% |
| 7D | -1.9% | +5.4% | -7.3% | -2.5% |
| 30D | -7.1% | +2.8% | -9.9% | -7.4% |
| 3M | +4.1% | -6.4% | +10.5% | +4.8% |
| 6M | +1.9% | +8.8% | -6.9% | -2.1% |
| YTD | -15.2% | +23.6% | -38.8% | -18.2% |
| 1Y | -10.6% | +13.8% | -24.4% | -13.2% |
| All | -10.6% | +8.4% | -19.0% | -13.2% |
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