+6.8%
GAP vs FLR
+230.6%
-223.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.3% |
| 7D | -6.3% | -6.9% | +0.6% | -4.0% |
| 30D | -0.2% | +1.1% | -1.4% | -0.9% |
| 3M | 0.0% | +14.3% | -14.3% | -6.8% |
| 6M | -8.1% | +19.1% | -27.2% | -16.7% |
| YTD | -16.5% | +35.1% | -51.6% | -28.3% |
| 1Y | -10.5% | +29.5% | -39.9% | -22.4% |
| 3Y | +104.0% | +53.0% | +51.0% | +50.8% |
| 5Y | +6.8% | +238.9% | -232.2% | -45.6% |
| All | +6.8% | +230.6% | -223.8% | -45.6% |
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