+98.5%
FLEX vs GFI
+45.3%
+53.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.0% |
| 7D | -0.9% | +3.1% | -4.0% | -2.0% |
| 30D | -10.1% | +27.1% | -37.3% | -18.0% |
| 3M | -31.3% | +21.2% | -52.5% | -37.0% |
| 6M | +71.3% | -4.5% | +75.8% | +68.7% |
| YTD | +81.2% | +11.7% | +69.5% | +70.3% |
| 1Y | +98.5% | +46.0% | +52.4% | +69.7% |
| All | +98.5% | +45.3% | +53.2% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling