+480.9%
FLEX vs GGLL
+206.6%
+274.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.3% | -0.5% | +2.7% |
| 7D | +2.2% | +2.9% | -0.7% | +1.7% |
| 30D | -32.6% | -33.1% | +0.5% | -26.3% |
| 3M | -35.5% | -31.2% | -4.3% | -30.2% |
| 6M | -45.6% | -49.4% | +3.8% | -37.4% |
| YTD | +30.7% | -26.8% | +57.5% | +35.5% |
| 1Y | +28.4% | -17.7% | +46.1% | +28.7% |
| 3Y | +301.7% | +160.4% | +141.2% | +182.1% |
| All | +480.9% | +206.6% | +274.3% | +292.5% |
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