+23.2%
GH vs FLR
+230.6%
-207.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.6% |
| 7D | -1.2% | -6.9% | +5.6% | +0.8% |
| 30D | -3.7% | +1.1% | -4.8% | -4.1% |
| 3M | +21.7% | +14.3% | +7.4% | +15.9% |
| 6M | +75.7% | +19.1% | +56.6% | +63.4% |
| YTD | +55.7% | +35.1% | +20.6% | +38.8% |
| 1Y | +181.1% | +29.5% | +151.6% | +150.9% |
| 3Y | +371.6% | +53.0% | +318.6% | +271.2% |
| 5Y | +23.2% | +238.9% | -215.7% | -8.6% |
| All | +23.2% | +230.6% | -207.4% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling