+725.7%
FLEX vs GNRC
-58.2%
+783.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | -0.8% |
| 7D | +6.4% | +3.2% | +3.2% | +5.3% |
| 30D | -5.9% | -9.5% | +3.7% | -2.6% |
| 3M | -23.5% | -28.5% | +5.1% | -13.9% |
| 6M | +83.7% | -10.0% | +93.7% | +93.2% |
| YTD | +86.5% | +36.7% | +49.7% | +72.9% |
| 1Y | +100.5% | +2.6% | +97.9% | +100.8% |
| 3Y | +469.8% | +61.9% | +407.9% | +394.8% |
| 5Y | +725.7% | -59.0% | +784.7% | +817.7% |
| All | +725.7% | -58.2% | +783.8% | +817.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling