+416.7%
FLEX vs GPC
+3.6%
+413.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +5.9% | +4.9% |
| 7D | -19.3% | +1.6% | -20.9% | -19.7% |
| 30D | -41.5% | -2.1% | -39.5% | -41.4% |
| 3M | -43.1% | -6.8% | -36.3% | -42.3% |
| 6M | -48.2% | +18.6% | -66.8% | -52.5% |
| YTD | +15.5% | +2.7% | +12.8% | +9.9% |
| 1Y | +10.2% | +1.8% | +8.4% | +5.1% |
| 3Y | +256.8% | +1.1% | +255.7% | +218.9% |
| All | +416.7% | +3.6% | +413.1% | +314.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling