+1.3%
GFS vs FLNC
-70.4%
+71.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.5% | -0.3% | +1.7% |
| 7D | +3.8% | -4.1% | +7.9% | +4.4% |
| 30D | -11.7% | -24.8% | +13.1% | -7.7% |
| 3M | -41.8% | -59.1% | +17.3% | -33.1% |
| 6M | +6.6% | -42.0% | +48.6% | +12.2% |
| YTD | +34.6% | -49.8% | +84.4% | +40.8% |
| 1Y | +46.2% | +43.1% | +3.1% | +21.4% |
| 3Y | -20.3% | -61.0% | +40.6% | -27.5% |
| All | +1.3% | -70.4% | +71.7% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling