+652.8%
GS vs FLR
+18.9%
+633.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.6% |
| 7D | +0.9% | +5.4% | -4.5% | -0.4% |
| 30D | -1.6% | +11.4% | -13.0% | -4.6% |
| 3M | -4.5% | +11.4% | -15.9% | -7.5% |
| 6M | +20.9% | +16.6% | +4.2% | +14.9% |
| YTD | +19.9% | +41.7% | -21.8% | +8.6% |
| 1Y | +41.4% | +35.4% | +6.0% | +28.9% |
| 3Y | +239.2% | +57.3% | +181.8% | +188.3% |
| 5Y | +185.0% | +241.0% | -55.9% | +96.4% |
| All | +652.8% | +18.9% | +633.9% | +449.7% |
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