+5,681.7%
FLEX vs GIS
+742.6%
+4,939.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.1% | +4.9% | +4.0% |
| 7D | +2.2% | -4.6% | +6.8% | +2.9% |
| 30D | -32.6% | +6.6% | -39.2% | -33.8% |
| 3M | -35.5% | -8.1% | -27.4% | -35.1% |
| 6M | -45.6% | +4.9% | -50.5% | -47.1% |
| YTD | +30.7% | -21.4% | +52.1% | +34.2% |
| 1Y | +28.4% | -21.6% | +50.0% | +31.7% |
| 3Y | +301.7% | -39.3% | +341.0% | +327.9% |
| 5Y | +473.3% | -33.2% | +506.5% | +486.0% |
| 10Y | +651.7% | -17.3% | +669.1% | +593.5% |
| All | +5,681.7% | +742.6% | +4,939.1% | +2,799.3% |
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