+148.6%
GS vs FLNC
-85.9%
+234.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.8% | +5.4% | -0.8% |
| 7D | +5.1% | -7.1% | +12.2% | +5.8% |
| 30D | +2.4% | -30.2% | +32.6% | +5.7% |
| 3M | -11.5% | -64.1% | +52.6% | -3.0% |
| 6M | -2.5% | -77.7% | +75.2% | +10.0% |
| YTD | +5.5% | -76.1% | +81.5% | +15.5% |
| 1Y | +11.0% | -75.4% | +86.4% | +20.6% |
| 3Y | +200.1% | -72.4% | +272.5% | +189.7% |
| 5Y | +154.7% | -87.4% | +242.1% | +154.1% |
| All | +148.6% | -85.9% | +234.5% | +144.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling