+17.7%
GFS vs FLR
+2.5%
+15.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.8% | -5.2% | -5.6% |
| 7D | -12.5% | +1.4% | -13.9% | -13.0% |
| 30D | -16.9% | -5.9% | -11.0% | -14.7% |
| 3M | -22.3% | -7.6% | -14.6% | -19.9% |
| 6M | -40.2% | -9.3% | -30.9% | -38.8% |
| YTD | +16.0% | +20.1% | -4.2% | +5.5% |
| 1Y | +17.7% | +3.0% | +14.7% | +13.4% |
| All | +17.7% | +2.5% | +15.1% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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