+4,785.6%
FLEX vs GD
+6,098.4%
-1,312.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.3% | -11.3% | -12.3% |
| 7D | -28.3% | -3.9% | -24.4% | -26.4% |
| 30D | -45.0% | +8.1% | -53.1% | -47.5% |
| 3M | -45.2% | -6.8% | -38.5% | -43.2% |
| 6M | -30.8% | +3.0% | -33.8% | -32.8% |
| YTD | +10.4% | +7.8% | +2.7% | +3.8% |
| 1Y | +2.3% | +5.8% | -3.5% | -2.8% |
| 3Y | +238.9% | +55.3% | +183.6% | +153.4% |
| 5Y | +386.0% | +96.7% | +289.3% | +211.4% |
| 10Y | +551.1% | +195.4% | +355.7% | +233.0% |
| All | +4,785.6% | +6,098.4% | -1,312.8% | +851.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling