+98.5%
FLEX vs GIS
-18.7%
+117.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | 0.0% |
| 7D | -0.9% | -7.8% | +7.0% | -5.7% |
| 30D | -10.1% | +6.6% | -16.7% | -6.2% |
| 3M | -31.3% | +21.0% | -52.3% | -22.7% |
| 6M | +71.3% | -9.1% | +80.3% | +66.3% |
| YTD | +81.2% | -13.6% | +94.9% | +71.3% |
| 1Y | +98.5% | -18.0% | +116.5% | +81.7% |
| All | +98.5% | -18.7% | +117.2% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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