+437.1%
GS vs FLR
+8.6%
+428.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.7% | -0.9% |
| 7D | +5.1% | +10.1% | -5.0% | +2.7% |
| 30D | +2.4% | -0.5% | +2.9% | +2.5% |
| 3M | -11.5% | -4.8% | -6.7% | -10.7% |
| 6M | -2.5% | +10.7% | -13.2% | -5.7% |
| YTD | +5.5% | +25.0% | -19.5% | -1.7% |
| 1Y | +11.0% | +8.3% | +2.7% | +7.1% |
| 3Y | +200.1% | +36.8% | +163.2% | +163.9% |
| 5Y | +154.7% | +121.8% | +32.9% | +94.9% |
| All | +437.1% | +8.6% | +428.5% | +310.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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