+199.8%
GS vs FLR
+35.7%
+164.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.7% |
| 7D | +5.9% | +5.4% | +0.5% | +4.2% |
| 30D | +4.3% | +2.8% | +1.5% | +3.3% |
| 3M | -11.7% | -6.4% | -5.3% | -10.2% |
| 6M | -3.2% | +8.8% | -11.9% | -6.7% |
| YTD | +5.8% | +23.6% | -17.8% | -3.1% |
| 1Y | +16.0% | +13.8% | +2.2% | +8.8% |
| 3Y | +199.8% | +36.5% | +163.3% | +139.4% |
| All | +199.8% | +35.7% | +164.1% | +139.4% |
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