+2,901.2%
GFI vs FLR
+571.1%
+2,330.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.5% | -2.5% |
| 7D | -5.1% | -6.9% | +1.7% | -4.0% |
| 30D | +13.4% | +1.1% | +12.3% | +13.2% |
| 3M | +36.2% | +14.3% | +21.9% | +32.7% |
| 6M | -9.8% | +19.1% | -28.9% | -12.9% |
| YTD | +7.7% | +35.1% | -27.5% | +1.8% |
| 1Y | +27.2% | +29.5% | -2.3% | +21.1% |
| 3Y | +300.3% | +53.0% | +247.3% | +258.1% |
| 5Y | +539.8% | +238.9% | +300.9% | +391.2% |
| 10Y | +1,058.5% | +17.4% | +1,041.1% | +811.4% |
| All | +2,901.2% | +571.1% | +2,330.1% | +1,664.1% |
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