+1,557.8%
GD vs FLR
+463.7%
+1,094.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.5% | +3.2% | -1.3% |
| 7D | -3.9% | -5.4% | +1.5% | -3.0% |
| 30D | +8.1% | -13.5% | +21.6% | +10.8% |
| 3M | -6.8% | -10.8% | +4.0% | -5.5% |
| 6M | +3.0% | -15.1% | +18.1% | +4.5% |
| YTD | +7.8% | +13.5% | -5.7% | +3.1% |
| 1Y | +5.8% | -5.1% | +10.9% | +4.5% |
| 3Y | +55.3% | +22.7% | +32.6% | +40.1% |
| 5Y | +96.7% | +94.8% | +1.9% | +57.8% |
| 10Y | +195.4% | +8.7% | +186.6% | +131.3% |
| All | +1,557.8% | +463.7% | +1,094.1% | +941.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling