+174.0%
GD vs FLR
+10.4%
+163.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | -1.9% | +5.1% | -7.0% | -2.5% |
| 30D | +10.9% | -0.5% | +11.4% | +10.8% |
| 3M | -6.8% | -3.5% | -3.3% | -6.6% |
| 6M | +7.0% | +16.5% | -9.4% | +4.0% |
| YTD | +11.1% | +27.3% | -16.2% | +6.1% |
| 1Y | +7.0% | +10.6% | -3.6% | +4.0% |
| 3Y | +59.9% | +39.4% | +20.5% | +46.1% |
| 5Y | +102.5% | +126.4% | -23.9% | +69.8% |
| 10Y | +174.0% | +8.4% | +165.6% | +154.5% |
| All | +174.0% | +10.4% | +163.7% | +154.5% |
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