+1,103.9%
FLEX vs GIS
-17.9%
+1,121.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +4.3% |
| 7D | +7.0% | -8.3% | +15.2% | +6.4% |
| 30D | -5.8% | +2.2% | -8.0% | -5.7% |
| 3M | -24.2% | +15.7% | -39.9% | -23.8% |
| 6M | +90.8% | -12.0% | +102.8% | +91.5% |
| YTD | +89.2% | -15.0% | +104.2% | +89.9% |
| 1Y | +104.7% | -20.1% | +124.8% | +105.7% |
| 3Y | +478.1% | -34.6% | +512.7% | +481.7% |
| 5Y | +726.2% | -22.8% | +749.0% | +710.6% |
| All | +1,103.9% | -17.9% | +1,121.8% | +1,056.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling