+241.2%
FLEX vs GD
+55.3%
+185.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.3% | -11.3% | -12.9% |
| 7D | -28.3% | -3.9% | -24.4% | -27.2% |
| 30D | -45.0% | +8.1% | -53.1% | -46.2% |
| 3M | -45.2% | -6.8% | -38.5% | -43.9% |
| 6M | -30.8% | +3.0% | -33.8% | -31.7% |
| YTD | +10.4% | +7.8% | +2.7% | +6.4% |
| 1Y | +2.3% | +5.8% | -3.5% | -0.6% |
| All | +241.2% | +55.3% | +185.9% | +190.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling