+241.2%
FLEX vs GGLL
+151.4%
+89.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.5% | -9.1% | -12.5% |
| 7D | -28.3% | -1.3% | -27.0% | -28.1% |
| 30D | -45.0% | -36.3% | -8.8% | -39.2% |
| 3M | -45.2% | -42.7% | -2.6% | -38.2% |
| 6M | -30.8% | -53.1% | +22.3% | -18.8% |
| YTD | +10.4% | -32.1% | +42.5% | +16.4% |
| 1Y | +2.3% | -20.1% | +22.3% | +3.0% |
| All | +241.2% | +151.4% | +89.8% | +153.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling