+53.9%
GD vs FLR
+27.4%
+26.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -4.0% | -0.9% |
| 7D | -5.0% | -0.8% | -4.2% | -4.9% |
| 30D | +8.9% | -9.1% | +18.0% | +9.8% |
| 3M | -8.0% | -4.7% | -3.4% | -8.0% |
| 6M | +2.9% | -14.2% | +17.1% | +3.6% |
| YTD | +7.1% | +17.3% | -10.2% | +4.1% |
| 1Y | +5.9% | +4.3% | +1.7% | +4.1% |
| 3Y | +53.9% | +30.7% | +23.1% | +40.1% |
| All | +53.9% | +27.4% | +26.4% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling