+57.8%
GD vs FLNC
-70.1%
+127.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.5% | -0.1% |
| 7D | +0.6% | -16.2% | +16.8% | +0.9% |
| 30D | +9.5% | -28.1% | +37.6% | +9.9% |
| 3M | -5.8% | -61.3% | +55.4% | -4.6% |
| 6M | +7.7% | -79.9% | +87.6% | +9.9% |
| YTD | +11.1% | -74.3% | +85.4% | +12.0% |
| 1Y | +6.1% | -75.5% | +81.6% | +7.0% |
| All | +57.8% | -70.1% | +127.9% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 3y: compounded portfolio wealth divided by compounded FLNC 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…
3y analysis · Full analysis span regression · 6 months rolling