+632.4%
GEV vs FLR
+30.3%
+602.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +3.0% |
| 7D | +1.6% | -3.5% | +5.1% | +3.4% |
| 30D | -7.9% | +4.2% | -12.1% | -9.8% |
| 3M | +5.6% | +8.1% | -2.5% | +0.6% |
| 6M | +13.1% | +21.5% | -8.5% | +0.1% |
| YTD | +46.7% | +36.8% | +10.0% | +21.6% |
| 1Y | +51.3% | +31.2% | +20.1% | +27.0% |
| All | +632.4% | +30.3% | +602.1% | +481.7% |
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