+104.6%
GD vs FLR
+127.2%
-22.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.1% |
| 7D | +0.6% | +6.3% | -5.7% | -0.1% |
| 30D | +9.5% | +1.8% | +7.6% | +9.1% |
| 3M | -5.8% | -4.4% | -1.4% | -5.6% |
| 6M | +7.7% | +15.9% | -8.1% | +4.7% |
| YTD | +11.1% | +27.7% | -16.7% | +5.9% |
| 1Y | +6.1% | +11.6% | -5.5% | +2.9% |
| 3Y | +59.8% | +39.9% | +20.0% | +42.9% |
| 5Y | +104.6% | +127.5% | -22.9% | +61.8% |
| All | +104.6% | +127.2% | -22.6% | +61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling