+188.5%
GD vs FLR
+11.0%
+177.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -4.0% | -1.1% |
| 7D | -5.0% | -0.8% | -4.2% | -4.9% |
| 30D | +8.9% | -9.1% | +18.0% | +10.2% |
| 3M | -8.0% | -4.7% | -3.4% | -7.9% |
| 6M | +2.9% | -14.2% | +17.1% | +3.9% |
| YTD | +7.1% | +17.3% | -10.2% | +3.3% |
| 1Y | +5.9% | +4.3% | +1.7% | +3.7% |
| 3Y | +53.9% | +30.7% | +23.1% | +41.6% |
| 5Y | +95.4% | +101.3% | -5.9% | +66.1% |
| All | +188.5% | +11.0% | +177.5% | +155.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling