+17.7%
GFS vs FLNC
-69.0%
+86.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +10.2% | -16.1% | -7.3% |
| 7D | -12.5% | -2.1% | -10.4% | -12.4% |
| 30D | -16.9% | -20.8% | +3.9% | -14.6% |
| 3M | -22.3% | -61.3% | +39.1% | -12.1% |
| 6M | -40.2% | -50.9% | +10.6% | -32.1% |
| YTD | +16.0% | -69.4% | +85.3% | +30.2% |
| 1Y | +17.7% | -68.4% | +86.1% | +29.8% |
| All | +17.7% | -69.0% | +86.6% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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