+22.1%
GFI vs FLR
+31.4%
-9.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.7% |
| 7D | -4.9% | -3.5% | -1.4% | -3.5% |
| 30D | +10.7% | +4.2% | +6.6% | +8.8% |
| 3M | +25.6% | +8.1% | +17.6% | +19.7% |
| 6M | -8.3% | +21.5% | -29.8% | -18.5% |
| YTD | +6.3% | +36.8% | -30.5% | -11.6% |
| 1Y | +22.1% | +31.2% | -9.1% | -3.6% |
| All | +22.1% | +31.4% | -9.3% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling