+104.6%
GD vs FLNC
-85.3%
+189.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.5% | -0.1% |
| 7D | +0.6% | -16.2% | +16.8% | +1.0% |
| 30D | +9.5% | -28.1% | +37.6% | +10.3% |
| 3M | -5.8% | -61.3% | +55.4% | -3.7% |
| 6M | +7.7% | -79.9% | +87.6% | +11.5% |
| YTD | +11.1% | -74.3% | +85.4% | +13.0% |
| 1Y | +6.1% | -75.5% | +81.6% | +7.9% |
| 3Y | +59.8% | -70.4% | +130.2% | +54.7% |
| 5Y | +104.6% | -86.4% | +191.0% | +108.1% |
| All | +104.6% | -85.3% | +189.9% | +108.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling