+772.4%
FLEX vs GFS
-2.1%
+774.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -2.2% |
| 7D | +6.4% | +4.5% | +1.8% | +4.5% |
| 30D | -5.9% | -8.2% | +2.3% | -2.5% |
| 3M | -23.5% | -38.9% | +15.4% | -6.6% |
| 6M | +83.7% | -2.9% | +86.6% | +86.4% |
| YTD | +86.5% | +31.8% | +54.7% | +67.8% |
| 1Y | +100.5% | +43.1% | +57.4% | +74.8% |
| 3Y | +469.8% | -20.6% | +490.5% | +480.7% |
| All | +772.4% | -2.1% | +774.5% | +714.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling