-7.8%
GFS vs FLNC
-85.9%
+78.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.8% | +6.3% | +0.6% |
| 7D | +17.2% | -7.1% | +24.3% | +18.5% |
| 30D | -8.7% | -30.2% | +21.4% | -3.7% |
| 3M | -19.7% | -64.1% | +44.5% | -6.2% |
| 6M | -40.7% | -77.7% | +37.1% | -26.5% |
| YTD | +22.5% | -76.1% | +98.6% | +43.1% |
| 1Y | +25.2% | -75.4% | +100.6% | +43.8% |
| 3Y | -17.7% | -72.4% | +54.7% | -23.4% |
| 5Y | -23.5% | -87.4% | +63.8% | -38.2% |
| All | -7.8% | -85.9% | +78.1% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling