+165.2%
GD vs FLR
+7.4%
+157.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | +2.7% | +5.4% | -2.7% | +1.9% |
| 30D | +8.6% | +2.8% | +5.8% | +8.1% |
| 3M | -7.1% | -6.4% | -0.7% | -6.5% |
| 6M | +7.5% | +8.8% | -1.3% | +5.3% |
| YTD | +9.9% | +23.6% | -13.7% | +5.3% |
| 1Y | +7.6% | +13.8% | -6.3% | +4.2% |
| 3Y | +56.2% | +36.5% | +19.7% | +43.1% |
| 5Y | +100.6% | +119.3% | -18.7% | +68.9% |
| All | +165.2% | +7.4% | +157.8% | +147.5% |
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