-20.1%
GFS vs FLR
+35.7%
-55.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.3% |
| 7D | +7.4% | +5.4% | +2.0% | +5.3% |
| 30D | -15.3% | +2.8% | -18.1% | -15.9% |
| 3M | -21.1% | -6.4% | -14.7% | -19.4% |
| 6M | -44.5% | +8.8% | -53.3% | -45.6% |
| YTD | +19.2% | +23.6% | -4.4% | +10.4% |
| 1Y | +27.2% | +13.8% | +13.4% | +20.6% |
| 3Y | -20.1% | +36.5% | -56.6% | -39.3% |
| All | -20.1% | +35.7% | -55.8% | -39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling