+159.7%
GILD vs FLR
+19.7%
+140.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.8% |
| 7D | -4.8% | -3.5% | -1.3% | -4.6% |
| 30D | +5.8% | +4.2% | +1.6% | +5.5% |
| 3M | +14.9% | +8.1% | +6.9% | +14.2% |
| 6M | -0.4% | +21.5% | -21.9% | -1.7% |
| YTD | +18.5% | +36.8% | -18.2% | +16.1% |
| 1Y | +25.1% | +31.2% | -6.1% | +22.6% |
| 3Y | +105.9% | +53.9% | +52.0% | +97.0% |
| 5Y | +143.0% | +243.0% | -100.1% | +120.1% |
| All | +159.7% | +19.7% | +140.0% | +169.1% |
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