+287.0%
FLEX vs GPC
+1.3%
+285.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -1.9% | -2.6% |
| 7D | -13.6% | +0.4% | -14.0% | -13.6% |
| 30D | -36.5% | -1.8% | -34.7% | -36.4% |
| 3M | -36.4% | -6.6% | -29.8% | -36.1% |
| 6M | -46.5% | +21.3% | -67.8% | -49.1% |
| YTD | +25.9% | +4.3% | +21.7% | +21.6% |
| 1Y | +19.6% | +3.3% | +16.3% | +15.7% |
| 3Y | +287.0% | +0.8% | +286.3% | +252.3% |
| All | +287.0% | +1.3% | +285.7% | +252.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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