+13,503.3%
GOOGL vs FLR
+219.1%
+13,284.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +1.1% | +0.7% | +0.4% | +0.9% |
| 30D | -4.4% | -0.7% | -3.8% | -4.5% |
| 3M | -6.8% | +14.3% | -21.1% | -10.1% |
| 6M | +13.6% | +25.6% | -12.0% | +6.8% |
| YTD | +8.3% | +42.9% | -34.6% | -1.0% |
| 1Y | +44.9% | +38.7% | +6.2% | +32.7% |
| 3Y | +150.5% | +61.8% | +88.7% | +114.7% |
| 5Y | +137.7% | +254.1% | -116.4% | +68.7% |
| 10Y | +750.9% | +20.0% | +730.9% | +561.2% |
| All | +13,503.3% | +219.1% | +13,284.2% | +7,370.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling