+27.2%
GFS vs FLNC
-75.3%
+102.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.5% |
| 7D | +7.4% | -11.2% | +18.6% | +9.1% |
| 30D | -15.3% | -24.6% | +9.4% | -12.0% |
| 3M | -21.1% | -64.6% | +43.5% | -9.9% |
| 6M | -44.5% | -78.8% | +34.3% | -33.2% |
| YTD | +19.2% | -76.3% | +95.6% | +39.5% |
| 1Y | +27.2% | -71.2% | +98.4% | +47.8% |
| All | +27.2% | -75.3% | +102.5% | +47.8% |
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