+137.8%
GLD vs FLNC
-67.0%
+204.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.7% | -8.4% | -1.9% |
| 7D | +0.7% | +6.0% | -5.2% | +0.6% |
| 30D | +0.3% | -16.3% | +16.6% | +0.8% |
| 3M | +0.6% | -54.1% | +54.8% | +2.5% |
| 6M | -15.6% | -25.3% | +9.7% | -15.5% |
| YTD | +0.9% | -44.2% | +45.0% | +1.5% |
| 1Y | +19.4% | +53.1% | -33.7% | +17.6% |
| 3Y | +124.5% | -58.3% | +182.8% | +124.3% |
| All | +137.8% | -67.0% | +204.9% | +136.3% |
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