+1,115.5%
FLEX vs GNRC
+448.8%
+666.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.9% | +4.3% | +6.0% |
| 7D | +5.7% | -0.2% | +5.9% | +5.9% |
| 30D | -7.0% | -15.7% | +8.7% | -0.3% |
| 3M | -23.8% | -27.3% | +3.5% | -13.1% |
| 6M | +82.6% | -12.1% | +94.7% | +94.3% |
| YTD | +91.6% | +37.1% | +54.5% | +71.0% |
| 1Y | +100.6% | -0.5% | +101.0% | +100.4% |
| 3Y | +479.8% | +61.5% | +418.3% | +365.7% |
| 5Y | +746.5% | -58.6% | +805.1% | +986.5% |
| All | +1,115.5% | +448.8% | +666.7% | +341.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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