+644.7%
FLEX vs GD
+165.4%
+479.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | +0.1% | -0.3% |
| 7D | +17.1% | +1.9% | +15.2% | +15.7% |
| 30D | -29.5% | +9.2% | -38.8% | -33.6% |
| 3M | -37.3% | -7.5% | -29.8% | -34.1% |
| 6M | -44.1% | +5.8% | -49.8% | -46.9% |
| YTD | +29.3% | +9.8% | +19.5% | +18.4% |
| 1Y | +24.2% | +5.8% | +18.4% | +17.0% |
| 3Y | +297.3% | +58.0% | +239.3% | +171.4% |
| 5Y | +446.2% | +100.4% | +345.8% | +198.5% |
| All | +644.7% | +165.4% | +479.3% | +231.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling