+213.3%
GLD vs FLR
+18.9%
+194.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.6% | -1.7% |
| 7D | +0.7% | +0.7% | +0.1% | +0.7% |
| 30D | +0.3% | -0.7% | +1.0% | +0.3% |
| 3M | +0.6% | +14.3% | -13.7% | +0.5% |
| 6M | -15.6% | +25.6% | -41.2% | -15.8% |
| YTD | +0.9% | +42.9% | -42.0% | +0.6% |
| 1Y | +19.4% | +38.7% | -19.4% | +19.1% |
| 3Y | +124.5% | +61.8% | +62.7% | +123.9% |
| 5Y | +138.9% | +254.1% | -115.2% | +140.3% |
| 10Y | +213.3% | +20.0% | +193.2% | +210.6% |
| All | +213.3% | +18.9% | +194.4% | +210.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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