+103.4%
FLEX vs GFS
+37.2%
+66.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.6% | +4.5% |
| 7D | +7.0% | +2.6% | +4.3% | +5.5% |
| 30D | -5.8% | -16.4% | +10.6% | +3.3% |
| 3M | -24.2% | -41.6% | +17.4% | -0.6% |
| 6M | +90.8% | -3.7% | +94.5% | +95.5% |
| YTD | +89.2% | +29.3% | +59.9% | +66.8% |
| All | +103.4% | +37.2% | +66.2% | +78.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling