+25.0%
FLEX vs GD
+9.0%
+16.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -2.6% | -9.8% | -12.0% |
| 7D | -17.0% | +3.0% | -19.9% | -17.0% |
| 30D | -33.8% | +10.5% | -44.4% | -34.4% |
| 3M | -39.0% | -5.0% | -34.1% | -38.0% |
| 6M | -15.9% | +5.5% | -21.4% | -16.2% |
| YTD | +27.8% | +10.3% | +17.5% | +20.2% |
| 1Y | +25.0% | +8.2% | +16.8% | +20.5% |
| All | +25.0% | +9.0% | +16.0% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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