-16.4%
GFS vs FLR
+155.9%
-172.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.3% | +2.9% | +5.1% |
| 7D | -7.8% | -0.8% | -7.0% | -7.4% |
| 30D | -19.7% | -9.1% | -10.5% | -16.9% |
| 3M | -23.1% | -4.7% | -18.5% | -22.0% |
| 6M | -46.4% | -14.2% | -32.1% | -43.9% |
| YTD | +11.0% | +17.3% | -6.3% | +4.9% |
| 1Y | +12.6% | +4.3% | +8.4% | +10.1% |
| 3Y | -24.9% | +30.7% | -55.7% | -36.3% |
| 5Y | -39.1% | +101.3% | -140.4% | -54.4% |
| All | -16.4% | +155.9% | -172.4% | -40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling