+137.3%
GLD vs FLNC
-70.4%
+207.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.5% |
| 7D | -2.0% | -4.1% | +2.1% | -1.9% |
| 30D | -1.5% | -24.8% | +23.3% | -0.8% |
| 3M | +3.2% | -59.1% | +62.3% | +5.5% |
| 6M | -16.3% | -42.0% | +25.7% | -15.7% |
| YTD | +0.6% | -49.8% | +50.4% | +1.5% |
| 1Y | +19.1% | +43.1% | -24.0% | +17.6% |
| 3Y | +123.5% | -61.0% | +184.5% | +123.8% |
| All | +137.3% | -70.4% | +207.6% | +136.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling