+1,434.1%
GS vs FLR
+482.5%
+951.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -1.4% |
| 7D | -3.2% | -0.8% | -2.4% | -3.0% |
| 30D | -2.4% | -9.1% | +6.7% | +0.5% |
| 3M | -15.7% | -4.7% | -11.1% | -15.3% |
| 6M | -6.8% | -14.2% | +7.5% | -3.9% |
| YTD | -0.1% | +17.3% | -17.3% | -7.5% |
| 1Y | +12.1% | +4.3% | +7.8% | +7.7% |
| 3Y | +185.8% | +30.7% | +155.0% | +140.5% |
| 5Y | +140.1% | +101.3% | +38.8% | +66.7% |
| 10Y | +505.2% | +12.4% | +492.9% | +294.6% |
| All | +1,434.1% | +482.5% | +951.6% | +472.8% |
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 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