-30.3%
GIS vs FLNC
-70.4%
+40.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.3% |
| 7D | -6.4% | -4.1% | -2.3% | -6.4% |
| 30D | -6.1% | -24.8% | +18.7% | -6.6% |
| 3M | +7.8% | -59.1% | +66.9% | +6.3% |
| 6M | -8.8% | -42.0% | +33.2% | -9.4% |
| YTD | -19.1% | -49.8% | +30.7% | -19.7% |
| 1Y | -24.8% | +43.1% | -67.8% | -24.4% |
| 3Y | -37.6% | -61.0% | +23.4% | -37.7% |
| All | -30.3% | -70.4% | +40.0% | -29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling