+25.0%
FLEX vs GAP
+10.4%
+14.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +8.0% | -20.3% | -13.1% |
| 7D | -17.0% | +8.0% | -24.9% | -17.7% |
| 30D | -33.8% | +2.7% | -36.5% | -34.0% |
| 3M | -39.0% | +16.0% | -55.1% | -40.3% |
| 6M | -15.9% | +2.0% | -17.9% | -15.7% |
| YTD | +27.8% | -4.4% | +32.3% | +29.3% |
| 1Y | +25.0% | +9.2% | +15.8% | +18.4% |
| All | +25.0% | +10.4% | +14.5% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling