+440.9%
FLEX vs GNRC
+57.0%
+383.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.6% | -2.9% |
| 7D | +0.1% | -0.7% | +0.8% | +0.5% |
| 30D | -11.8% | -15.8% | +4.1% | -4.4% |
| 3M | -22.6% | -24.0% | +1.5% | -11.4% |
| 6M | +77.3% | -13.8% | +91.1% | +93.7% |
| YTD | +78.8% | +33.2% | +45.5% | +64.7% |
| 1Y | +86.1% | -1.8% | +87.9% | +90.7% |
| All | +440.9% | +57.0% | +383.9% | +382.2% |
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