+464.3%
FLEX vs GFI
+304.2%
+160.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | +6.4% | +4.7% | +1.7% | +5.3% |
| 30D | -5.9% | +14.4% | -20.3% | -8.7% |
| 3M | -23.5% | +32.5% | -56.0% | -28.7% |
| 6M | +83.7% | -7.2% | +90.9% | +82.8% |
| YTD | +86.5% | +10.9% | +75.6% | +80.9% |
| 1Y | +100.5% | +35.5% | +65.0% | +89.5% |
| All | +464.3% | +304.2% | +160.0% | +359.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling