+475.0%
FLEX vs GGLL
+195.8%
+279.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.5% | +9.5% | +11.4% |
| 7D | -7.2% | +6.3% | -13.5% | -8.6% |
| 30D | -34.8% | -35.1% | +0.3% | -28.1% |
| 3M | -35.6% | -37.7% | +2.1% | -28.7% |
| 6M | -45.0% | -54.1% | +9.1% | -35.2% |
| YTD | +29.4% | -29.4% | +58.8% | +35.3% |
| 1Y | +24.8% | -13.4% | +38.2% | +23.4% |
| 3Y | +304.4% | +158.3% | +146.1% | +184.5% |
| All | +475.0% | +195.8% | +279.2% | +291.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling