+1,060.6%
FLEX vs GAP
+34.2%
+1,026.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.4% |
| 7D | +7.0% | +1.7% | +5.2% | +6.5% |
| 30D | -5.8% | +9.3% | -15.1% | -8.5% |
| 3M | -24.2% | +6.1% | -30.3% | -26.2% |
| 6M | +90.8% | -2.3% | +93.1% | +88.7% |
| YTD | +89.2% | -10.6% | +99.8% | +90.4% |
| 1Y | +104.7% | -4.4% | +109.1% | +101.3% |
| 3Y | +478.1% | +118.3% | +359.8% | +321.4% |
| 5Y | +726.2% | +12.2% | +714.0% | +574.2% |
| 10Y | +1,060.6% | +33.7% | +1,026.9% | +619.2% |
| All | +1,060.6% | +34.2% | +1,026.4% | +619.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling