+1,115.5%
FLEX vs GFI
+1,066.8%
+48.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.3% | +8.5% | +7.3% |
| 7D | +5.7% | -4.9% | +10.6% | +6.3% |
| 30D | -7.0% | +10.7% | -17.8% | -8.1% |
| 3M | -23.8% | +25.6% | -49.5% | -26.1% |
| 6M | +82.6% | -8.3% | +90.9% | +83.1% |
| YTD | +91.6% | +6.3% | +85.3% | +89.4% |
| 1Y | +100.6% | +22.1% | +78.5% | +95.8% |
| 3Y | +479.8% | +289.2% | +190.6% | +413.6% |
| 5Y | +746.5% | +531.7% | +214.8% | +611.2% |
| All | +1,115.5% | +1,066.8% | +48.7% | +936.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling