+34.6%
GH vs FLNC
-71.1%
+105.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -1.5% |
| 7D | -1.2% | -5.0% | +3.8% | -0.4% |
| 30D | -3.7% | -26.1% | +22.4% | +1.7% |
| 3M | +21.7% | -55.2% | +76.9% | +39.2% |
| 6M | +75.7% | -42.6% | +118.3% | +80.1% |
| YTD | +55.7% | -51.0% | +106.7% | +60.2% |
| 1Y | +181.1% | +43.3% | +137.8% | +106.3% |
| 3Y | +371.6% | -63.4% | +435.0% | +316.0% |
| All | +34.6% | -71.1% | +105.6% | -5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling