+427.7%
GLW vs FLNC
-67.0%
+494.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +6.7% | +0.9% | +6.7% |
| 7D | +14.0% | +6.0% | +8.1% | +13.2% |
| 30D | +0.4% | -16.3% | +16.7% | +2.5% |
| 3M | -11.3% | -54.1% | +42.8% | -3.2% |
| 6M | +35.1% | -25.3% | +60.4% | +37.9% |
| YTD | +90.5% | -44.2% | +134.7% | +97.1% |
| 1Y | +132.0% | +53.1% | +78.9% | +116.2% |
| 3Y | +463.3% | -58.3% | +521.6% | +446.5% |
| All | +427.7% | -67.0% | +494.8% | +382.3% |
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