+122.2%
GLD vs FLNC
-63.7%
+185.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.5% | -1.6% |
| 7D | -3.4% | -5.0% | +1.6% | -3.3% |
| 30D | -1.1% | -26.1% | +24.9% | -0.3% |
| 3M | +5.8% | -55.2% | +61.0% | +8.1% |
| 6M | -17.1% | -42.6% | +25.5% | -16.3% |
| YTD | 0.0% | -51.0% | +51.0% | +1.3% |
| 1Y | +18.2% | +43.3% | -25.1% | +17.8% |
| All | +122.2% | -63.7% | +185.9% | +123.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling