+282.7%
FLEX vs GNRC
+86.4%
+196.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.4% |
| 7D | +7.5% | +7.9% | -0.5% | +3.3% |
| 30D | -25.3% | -3.7% | -21.6% | -22.8% |
| 3M | -39.7% | -11.9% | -27.7% | -35.1% |
| 6M | -47.9% | -28.6% | -19.2% | -37.7% |
| YTD | +24.1% | +39.9% | -15.8% | +11.5% |
| 1Y | +26.0% | +23.4% | +2.6% | +19.2% |
| 3Y | +282.7% | +84.2% | +198.4% | +196.5% |
| All | +282.7% | +86.4% | +196.3% | +196.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling