+103.4%
FLEX vs GIS
-20.1%
+123.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +3.4% |
| 7D | +7.0% | -8.3% | +15.2% | +1.5% |
| 30D | -5.8% | +2.2% | -8.0% | -4.1% |
| 3M | -24.2% | +15.7% | -39.9% | -16.6% |
| 6M | +90.8% | -12.0% | +102.8% | +81.2% |
| YTD | +89.2% | -15.0% | +104.2% | +76.6% |
| All | +103.4% | -20.1% | +123.5% | +83.7% |
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