+243.0%
GS vs FLR
+58.4%
+184.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.7% |
| 7D | +0.9% | +5.4% | -4.5% | -0.7% |
| 30D | -1.6% | +11.4% | -13.0% | -5.4% |
| 3M | -4.5% | +11.4% | -15.9% | -8.3% |
| 6M | +20.9% | +16.6% | +4.2% | +13.3% |
| YTD | +19.9% | +41.7% | -21.8% | +5.6% |
| 1Y | +41.4% | +35.4% | +6.0% | +25.5% |
| All | +243.0% | +58.4% | +184.6% | +165.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling