+282.7%
FLEX vs GFS
-19.0%
+301.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.3% | -2.6% |
| 7D | +7.5% | +7.4% | +0.1% | +3.8% |
| 30D | -25.3% | -15.3% | -10.0% | -18.2% |
| 3M | -39.7% | -21.1% | -18.6% | -32.0% |
| 6M | -47.9% | -44.5% | -3.4% | -31.4% |
| YTD | +24.1% | +19.2% | +4.9% | +15.2% |
| 1Y | +26.0% | +27.2% | -1.3% | +13.9% |
| 3Y | +282.7% | -20.1% | +302.8% | +283.5% |
| All | +282.7% | -19.0% | +301.7% | +283.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling