+19.4%
GLD vs FLR
+36.1%
-16.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.6% | -1.8% |
| 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% | -1.8% |
| 6M | -15.6% | +25.6% | -41.2% | -19.0% |
| YTD | +0.9% | +42.9% | -42.0% | -5.2% |
| 1Y | +19.4% | +38.7% | -19.4% | +12.0% |
| All | +19.4% | +36.1% | -16.8% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling