+7,514.8%
GILD vs FLR
+579.2%
+6,935.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.9% |
| 7D | -4.8% | -3.5% | -1.3% | -4.4% |
| 30D | +5.8% | +4.2% | +1.6% | +5.1% |
| 3M | +14.9% | +8.1% | +6.9% | +13.0% |
| 6M | -0.4% | +21.5% | -21.9% | -4.1% |
| YTD | +18.5% | +36.8% | -18.2% | +11.8% |
| 1Y | +25.1% | +31.2% | -6.1% | +18.2% |
| 3Y | +105.9% | +53.9% | +52.0% | +83.0% |
| 5Y | +143.0% | +243.0% | -100.1% | +84.7% |
| 10Y | +162.4% | +18.8% | +143.6% | +115.7% |
| All | +7,514.8% | +579.2% | +6,935.6% | +4,182.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling