+152.2%
GS vs FLNC
-84.8%
+237.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.6% | +1.5% |
| 7D | -0.1% | -16.2% | +16.0% | +1.5% |
| 30D | +3.7% | -28.1% | +31.8% | +6.7% |
| 3M | -10.0% | -61.3% | +51.3% | -2.1% |
| 6M | -1.0% | -79.9% | +78.9% | +12.6% |
| YTD | +7.0% | -74.3% | +81.3% | +16.4% |
| 1Y | +16.6% | -75.5% | +92.1% | +26.6% |
| 3Y | +204.4% | -70.4% | +274.8% | +191.9% |
| 5Y | +160.0% | -86.4% | +246.4% | +157.4% |
| All | +152.2% | -84.8% | +237.0% | +146.5% |
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