+256.8%
FLEX vs GD
+54.3%
+202.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +4.8% |
| 7D | -19.3% | -5.0% | -14.3% | -17.9% |
| 30D | -41.5% | +8.9% | -50.5% | -42.9% |
| 3M | -43.1% | -8.0% | -35.1% | -41.4% |
| 6M | -48.2% | +2.9% | -51.1% | -48.9% |
| YTD | +15.5% | +7.1% | +8.4% | +11.4% |
| 1Y | +10.2% | +5.9% | +4.3% | +7.0% |
| 3Y | +256.8% | +53.9% | +202.9% | +204.7% |
| All | +256.8% | +54.3% | +202.5% | +204.7% |
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 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