+663.2%
FLEX vs GD
+97.9%
+565.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.2% |
| 7D | -0.9% | -5.3% | +4.4% | +1.4% |
| 30D | -10.1% | -6.4% | -3.7% | -7.7% |
| 3M | -31.3% | +5.7% | -37.0% | -33.4% |
| 6M | +71.3% | -0.9% | +72.2% | +70.8% |
| YTD | +81.2% | +8.2% | +73.1% | +72.6% |
| 1Y | +98.5% | +13.4% | +85.1% | +84.8% |
| 3Y | +428.2% | +68.5% | +359.8% | +294.9% |
| All | +663.2% | +97.9% | +565.3% | +400.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling