+388.8%
GH vs FLR
-4.5%
+393.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.3% | -1.3% |
| 7D | -2.5% | -3.5% | +1.0% | -1.9% |
| 30D | -4.7% | +4.2% | -8.9% | -5.5% |
| 3M | +20.2% | +8.1% | +12.2% | +18.1% |
| 6M | +78.8% | +21.5% | +57.3% | +70.8% |
| YTD | +54.1% | +36.8% | +17.3% | +43.9% |
| 1Y | +177.1% | +31.2% | +145.9% | +159.3% |
| 3Y | +371.6% | +53.9% | +317.7% | +320.1% |
| 5Y | +21.9% | +243.0% | -221.1% | -3.6% |
| All | +388.8% | -4.5% | +393.2% | +350.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling