+785.0%
FLEX vs GFS
-3.9%
+788.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.6% | +4.5% |
| 7D | +7.0% | +2.6% | +4.3% | +5.9% |
| 30D | -5.8% | -16.4% | +10.6% | +1.2% |
| 3M | -24.2% | -41.6% | +17.4% | -5.9% |
| 6M | +90.8% | -3.7% | +94.5% | +94.3% |
| YTD | +89.2% | +29.3% | +59.9% | +71.5% |
| 1Y | +104.7% | +37.1% | +67.6% | +81.3% |
| 3Y | +478.1% | -22.1% | +500.2% | +493.7% |
| All | +785.0% | -3.9% | +788.9% | +732.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded GFS 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling