+502.4%
GFI vs FLR
+238.1%
+264.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.5% |
| 7D | -4.9% | -3.5% | -1.4% | -4.2% |
| 30D | +10.7% | +4.2% | +6.6% | +9.8% |
| 3M | +25.6% | +8.1% | +17.6% | +23.1% |
| 6M | -8.3% | +21.5% | -29.8% | -12.1% |
| YTD | +6.3% | +36.8% | -30.5% | 0.0% |
| 1Y | +22.1% | +31.2% | -9.1% | +15.7% |
| 3Y | +289.2% | +53.9% | +235.3% | +241.4% |
| All | +502.4% | +238.1% | +264.3% | +380.5% |
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