+478.5%
GS vs FLR
+17.5%
+461.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.3% | -3.6% | +2.7% |
| 7D | +0.8% | +8.5% | -7.7% | -1.2% |
| 30D | +1.2% | -0.7% | +1.9% | +1.3% |
| 3M | -12.4% | -11.7% | -0.7% | -10.1% |
| 6M | -2.3% | +16.2% | -18.5% | -6.6% |
| YTD | +4.6% | +27.0% | -22.4% | -2.8% |
| 1Y | +17.5% | +10.1% | +7.4% | +12.9% |
| 3Y | +202.0% | +46.2% | +155.9% | +161.5% |
| 5Y | +152.4% | +121.4% | +30.9% | +93.0% |
| 10Y | +478.5% | +11.0% | +467.5% | +335.0% |
| All | +478.5% | +17.5% | +461.0% | +335.0% |
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