+240.4%
GS vs FLNC
-59.3%
+299.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.7% | -6.9% | -0.8% |
| 7D | +3.4% | +6.0% | -2.6% | +2.8% |
| 30D | +0.2% | -16.3% | +16.5% | +1.6% |
| 3M | -0.3% | -54.1% | +53.8% | +5.6% |
| 6M | +27.4% | -25.3% | +52.7% | +27.7% |
| YTD | +19.6% | -44.2% | +63.8% | +21.7% |
| 1Y | +42.5% | +53.1% | -10.7% | +31.5% |
| 3Y | +240.4% | -58.3% | +298.7% | +229.0% |
| All | +240.4% | -59.3% | +299.7% | +229.0% |
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