+25.0%
FLEX vs GIS
-17.8%
+42.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +5.2% | -17.5% | -8.7% |
| 7D | -17.0% | +8.5% | -25.4% | -11.6% |
| 30D | -33.8% | +15.3% | -49.2% | -26.4% |
| 3M | -39.0% | +0.9% | -40.0% | -36.8% |
| 6M | -15.9% | +7.9% | -23.8% | -8.3% |
| YTD | +27.8% | -17.6% | +45.4% | +20.2% |
| 1Y | +25.0% | -17.4% | +42.3% | +18.7% |
| All | +25.0% | -17.8% | +42.7% | +18.7% |
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