+747.8%
FLEX vs GFS
-3.7%
+751.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +0.9% |
| 7D | -0.9% | +1.0% | -1.9% | -1.3% |
| 30D | -10.1% | -8.6% | -1.6% | -7.0% |
| 3M | -31.3% | -46.5% | +15.2% | -12.1% |
| 6M | +71.3% | -4.8% | +76.1% | +75.2% |
| YTD | +81.2% | +29.7% | +51.6% | +64.2% |
| 1Y | +98.5% | +35.8% | +62.7% | +76.4% |
| 3Y | +428.2% | -18.3% | +446.6% | +434.3% |
| All | +747.8% | -3.7% | +751.5% | +696.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling