+65.3%
GAP vs FLR
+603.8%
-538.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.2% |
| 7D | -4.5% | +5.4% | -9.9% | -6.1% |
| 30D | +9.0% | +11.4% | -2.3% | +4.4% |
| 3M | +5.0% | +11.4% | -6.4% | -0.3% |
| 6M | -17.8% | +16.6% | -34.4% | -23.5% |
| YTD | -10.4% | +41.7% | -52.1% | -21.8% |
| 1Y | -3.4% | +35.4% | -38.8% | -15.0% |
| 3Y | +111.5% | +57.3% | +54.2% | +70.7% |
| 5Y | +8.8% | +241.0% | -232.2% | -31.8% |
| 10Y | +32.9% | +16.6% | +16.3% | -5.7% |
| All | +65.3% | +603.8% | -538.5% | -40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling