-18.0%
GIS vs FLNC
+53.3%
-71.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -3.9% | -2.4% |
| 7D | -7.8% | -4.9% | -3.0% | -8.0% |
| 30D | +6.6% | -27.3% | +33.8% | +5.2% |
| 3M | +21.0% | -61.9% | +82.8% | +17.4% |
| 6M | -9.1% | -34.5% | +25.4% | -10.2% |
| YTD | -13.6% | -47.7% | +34.1% | -15.0% |
| 1Y | -18.0% | +53.3% | -71.3% | -19.8% |
| All | -18.0% | +53.3% | -71.3% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling