+5,470.8%
FLEX vs GIS
+752.2%
+4,718.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.5% |
| 7D | -13.6% | +1.5% | -15.2% | -14.1% |
| 30D | -36.5% | +9.2% | -45.7% | -37.9% |
| 3M | -36.4% | -5.4% | -31.1% | -36.4% |
| 6M | -46.5% | +3.4% | -49.9% | -47.8% |
| YTD | +25.9% | -20.5% | +46.4% | +29.1% |
| 1Y | +19.6% | -20.0% | +39.5% | +22.2% |
| 3Y | +287.0% | -38.6% | +325.6% | +311.5% |
| 5Y | +466.6% | -33.1% | +499.7% | +479.8% |
| 10Y | +626.9% | -16.4% | +643.3% | +569.6% |
| All | +5,470.8% | +752.2% | +4,718.7% | +2,688.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling