+2,015.3%
FLEX vs GNRC
+2,087.1%
-71.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +0.7% |
| 7D | -0.9% | +1.9% | -2.8% | -1.6% |
| 30D | -10.1% | -13.8% | +3.7% | -5.4% |
| 3M | -31.3% | -32.6% | +1.3% | -20.9% |
| 6M | +71.3% | -15.2% | +86.5% | +82.9% |
| YTD | +81.2% | +37.4% | +43.9% | +63.6% |
| 1Y | +98.5% | +5.1% | +93.3% | +94.7% |
| 3Y | +428.2% | +57.5% | +370.7% | +340.3% |
| 5Y | +657.3% | -58.7% | +716.0% | +796.4% |
| 10Y | +995.9% | +395.5% | +600.4% | +462.5% |
| All | +2,015.3% | +2,087.1% | -71.8% | +552.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling