-0.8%
GFS vs FLNC
-71.1%
+70.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.3% | +0.7% |
| 7D | +3.2% | -5.0% | +8.2% | +3.9% |
| 30D | -9.6% | -26.1% | +16.5% | -5.1% |
| 3M | -38.5% | -55.2% | +16.7% | -30.3% |
| 6M | -1.3% | -42.6% | +41.3% | +4.1% |
| YTD | +31.8% | -51.0% | +82.8% | +38.4% |
| 1Y | +44.6% | +43.3% | +1.2% | +19.9% |
| 3Y | -20.6% | -63.4% | +42.8% | -26.9% |
| All | -0.8% | -71.1% | +70.3% | -26.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling