+37.1%
GFS vs FLR
+36.1%
+1.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | +2.6% | +0.7% | +2.0% | +2.3% |
| 30D | -16.4% | -0.7% | -15.7% | -16.2% |
| 3M | -41.6% | +14.3% | -55.9% | -44.9% |
| 6M | -3.7% | +25.6% | -29.3% | -13.2% |
| YTD | +29.3% | +42.9% | -13.6% | +10.2% |
| 1Y | +37.1% | +38.7% | -1.6% | +18.1% |
| All | +37.1% | +36.1% | +1.0% | +18.1% |
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