+70.8%
GD vs FLR
+58.4%
+12.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.6% | -1.6% |
| 7D | -5.3% | +5.4% | -10.7% | -5.7% |
| 30D | -6.4% | +11.4% | -17.8% | -7.5% |
| 3M | +5.7% | +11.4% | -5.7% | +4.2% |
| 6M | -0.9% | +16.6% | -17.6% | -3.1% |
| YTD | +8.2% | +41.7% | -33.6% | +3.6% |
| 1Y | +13.4% | +35.4% | -22.0% | +8.9% |
| All | +70.8% | +58.4% | +12.4% | +56.3% |
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