+203.1%
GS vs FLNC
-70.1%
+273.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.6% | +1.5% |
| 7D | -0.1% | -16.2% | +16.0% | +1.3% |
| 30D | +3.7% | -28.1% | +31.8% | +6.3% |
| 3M | -10.0% | -61.3% | +51.3% | -3.1% |
| 6M | -1.0% | -79.9% | +78.9% | +10.5% |
| YTD | +7.0% | -74.3% | +81.3% | +15.6% |
| 1Y | +16.6% | -75.5% | +92.1% | +25.8% |
| All | +203.1% | -70.1% | +273.2% | +187.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling