+25.0%
FLEX vs GFI
+6.9%
+18.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +6.3% | -18.7% | -14.6% |
| 7D | -17.0% | +1.4% | -18.4% | -17.7% |
| 30D | -33.8% | +3.0% | -36.8% | -34.7% |
| 3M | -39.0% | +10.2% | -49.2% | -42.5% |
| 6M | -15.9% | -10.1% | -5.8% | -13.4% |
| YTD | +27.8% | -11.4% | +39.2% | +28.4% |
| 1Y | +25.0% | +8.4% | +16.6% | +12.3% |
| All | +25.0% | +6.9% | +18.0% | +12.3% |
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