+33.2%
GH vs FLNC
-70.4%
+103.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.5% |
| 7D | -2.5% | -4.1% | +1.6% | -1.9% |
| 30D | -4.7% | -24.8% | +20.1% | +0.3% |
| 3M | +20.2% | -59.1% | +79.3% | +40.3% |
| 6M | +78.8% | -42.0% | +120.7% | +82.9% |
| YTD | +54.1% | -49.8% | +103.9% | +57.8% |
| 1Y | +177.1% | +43.1% | +134.0% | +103.7% |
| 3Y | +371.6% | -61.0% | +432.6% | +308.6% |
| All | +33.2% | -70.4% | +103.5% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 5y: compounded portfolio wealth divided by compounded FLNC 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…
5y analysis · Full analysis span regression · 6 months rolling