+25.0%
FLEX vs GGLL
-11.6%
+36.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +6.5% | -18.8% | -13.8% |
| 7D | -17.0% | -23.1% | +6.1% | -12.7% |
| 30D | -33.8% | -32.9% | -1.0% | -27.8% |
| 3M | -39.0% | -44.9% | +5.8% | -30.4% |
| 6M | -15.9% | -49.5% | +33.6% | -1.7% |
| YTD | +27.8% | -28.9% | +56.7% | +31.0% |
| 1Y | +25.0% | -12.2% | +37.2% | +17.3% |
| All | +25.0% | -11.6% | +36.6% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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