+3.6%
GAP vs FLR
+112.0%
-108.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.5% |
| 7D | -1.9% | +5.4% | -7.3% | -3.7% |
| 30D | -7.1% | +2.8% | -9.9% | -8.2% |
| 3M | +4.1% | -6.4% | +10.5% | +5.6% |
| 6M | +1.9% | +8.8% | -6.9% | -4.2% |
| YTD | -15.2% | +23.6% | -38.8% | -25.5% |
| 1Y | -10.6% | +13.8% | -24.4% | -19.1% |
| 3Y | +74.6% | +36.5% | +38.1% | +33.0% |
| All | +3.6% | +112.0% | -108.5% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling