+7,917.6%
FLEX vs GAP
+532.7%
+7,384.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | -0.9% | -4.5% | +3.6% | +0.5% |
| 30D | -10.1% | +9.0% | -19.2% | -13.3% |
| 3M | -31.3% | +5.0% | -36.3% | -33.4% |
| 6M | +71.3% | -17.8% | +89.1% | +77.9% |
| YTD | +81.2% | -10.4% | +91.6% | +82.1% |
| 1Y | +98.5% | -3.4% | +101.9% | +93.3% |
| 3Y | +428.2% | +111.5% | +316.8% | +258.6% |
| 5Y | +657.3% | +8.8% | +648.4% | +488.0% |
| 10Y | +995.9% | +32.9% | +963.0% | +536.9% |
| All | +7,917.6% | +532.7% | +7,384.9% | +2,693.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling