+160.0%
GS vs FLNC
-85.3%
+245.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.5% |
| 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% | +191.8% |
| 5Y | +160.0% | -86.4% | +246.4% | +159.5% |
| All | +160.0% | -85.3% | +245.4% | +159.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling