+484.1%
FLEX vs GIS
-31.9%
+515.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.8% | +13.8% | +11.4% |
| 7D | -7.2% | +0.4% | -7.5% | -6.6% |
| 30D | -34.8% | +10.1% | -44.8% | -32.2% |
| 3M | -35.6% | -3.7% | -31.9% | -35.2% |
| 6M | -45.0% | +4.3% | -49.3% | -43.2% |
| YTD | +29.4% | -19.8% | +49.2% | +27.7% |
| 1Y | +24.8% | -20.5% | +45.3% | +23.1% |
| 3Y | +304.4% | -38.3% | +342.8% | +286.7% |
| 5Y | +484.1% | -32.2% | +516.2% | +440.9% |
| All | +484.1% | -31.9% | +515.9% | +440.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling