-0.9%
GD vs FLNC
-31.2%
+30.3%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.2% | -1.7% |
| 7D | -5.3% | -4.9% | -0.4% | -5.4% |
| 30D | -6.4% | -27.3% | +20.8% | -7.1% |
| 3M | +5.7% | -61.9% | +67.6% | +3.3% |
| 6M | -0.9% | -34.5% | +33.5% | -1.0% |
| All | -0.9% | -31.2% | +30.3% | -1.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling