+1,512.8%
GS vs FLR
+532.1%
+980.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | +1.6% | +5.1% | -3.5% | -0.1% |
| 30D | +1.7% | -0.5% | +2.1% | +1.7% |
| 3M | -11.6% | -3.5% | -8.1% | -10.9% |
| 6M | -1.9% | +16.5% | -18.4% | -7.9% |
| YTD | +5.1% | +27.3% | -22.2% | -5.4% |
| 1Y | +16.4% | +10.6% | +5.8% | +9.7% |
| 3Y | +199.0% | +39.4% | +159.6% | +146.5% |
| 5Y | +157.4% | +126.4% | +31.0% | +71.9% |
| 10Y | +457.2% | +8.4% | +448.8% | +272.2% |
| All | +1,512.8% | +532.1% | +980.6% | +486.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling