+177.5%
GS vs FLNC
-71.1%
+248.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.4% | -0.5% |
| 7D | -1.7% | -5.0% | +3.3% | -1.3% |
| 30D | -0.9% | -26.1% | +25.2% | +1.8% |
| 3M | +2.3% | -55.2% | +57.5% | +9.5% |
| 6M | +23.4% | -42.6% | +66.0% | +26.4% |
| YTD | +17.7% | -51.0% | +68.7% | +21.0% |
| 1Y | +35.1% | +43.3% | -8.2% | +22.4% |
| 3Y | +234.9% | -63.4% | +298.3% | +218.1% |
| All | +177.5% | -71.1% | +248.6% | +156.3% |
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 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