+614.8%
FLEX vs GFI
+1,288.5%
-673.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -4.0% | -4.0% |
| 7D | +7.5% | -8.7% | +16.2% | +8.6% |
| 30D | -25.3% | +0.6% | -25.9% | -25.4% |
| 3M | -39.7% | -7.5% | -32.2% | -39.3% |
| 6M | -47.9% | -18.3% | -29.5% | -47.0% |
| YTD | +24.1% | -13.8% | +37.9% | +25.4% |
| 1Y | +26.0% | -8.8% | +34.8% | +26.6% |
| 3Y | +282.7% | +215.8% | +66.8% | +245.9% |
| 5Y | +424.2% | +301.2% | +123.0% | +355.9% |
| All | +614.8% | +1,288.5% | -673.7% | +502.6% |
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