+429.1%
GLW vs FLNC
-70.4%
+499.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.7% |
| 7D | +7.8% | -4.1% | +11.9% | +8.3% |
| 30D | -0.4% | -24.8% | +24.3% | +2.9% |
| 3M | -5.6% | -59.1% | +53.5% | +4.5% |
| 6M | +26.7% | -42.0% | +68.7% | +32.8% |
| YTD | +91.0% | -49.8% | +140.8% | +100.1% |
| 1Y | +122.4% | +43.1% | +79.3% | +109.1% |
| 3Y | +471.0% | -61.0% | +532.0% | +458.6% |
| All | +429.1% | -70.4% | +499.5% | +389.5% |
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