+160.0%
GS vs FLR
+127.2%
+32.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.7% |
| 7D | -0.1% | +6.3% | -6.5% | -1.8% |
| 30D | +3.7% | +1.8% | +1.8% | +3.0% |
| 3M | -10.0% | -4.4% | -5.6% | -9.1% |
| 6M | -1.0% | +15.9% | -16.9% | -6.0% |
| YTD | +7.0% | +27.7% | -20.7% | -2.2% |
| 1Y | +16.6% | +11.6% | +5.0% | +10.6% |
| 3Y | +204.4% | +39.9% | +164.5% | +156.3% |
| 5Y | +160.0% | +127.5% | +32.5% | +86.4% |
| All | +160.0% | +127.2% | +32.8% | +86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling