+484.1%
FLEX vs GAP
+10.4%
+473.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.5% | +8.5% | +11.3% |
| 7D | -7.2% | 0.0% | -7.2% | -7.3% |
| 30D | -34.8% | -4.3% | -30.5% | -34.3% |
| 3M | -35.6% | +9.4% | -45.0% | -37.3% |
| 6M | -45.0% | -3.3% | -41.7% | -45.5% |
| YTD | +29.4% | -10.5% | +39.9% | +30.0% |
| 1Y | +24.8% | -2.4% | +27.2% | +22.5% |
| 3Y | +304.4% | +80.1% | +224.3% | +230.3% |
| 5Y | +484.1% | +6.5% | +477.6% | +344.8% |
| All | +484.1% | +10.4% | +473.7% | +344.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling