-19.9%
GFS vs FLR
+56.7%
-76.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.9% | +2.4% |
| 7D | +1.0% | +5.4% | -4.4% | -1.0% |
| 30D | -8.6% | +11.4% | -20.0% | -12.3% |
| 3M | -46.5% | +11.4% | -58.0% | -48.5% |
| 6M | -4.8% | +16.6% | -21.5% | -10.5% |
| YTD | +29.7% | +41.7% | -12.1% | +14.3% |
| 1Y | +35.8% | +35.4% | +0.4% | +20.9% |
| All | -19.9% | +56.7% | -76.6% | -40.0% |
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