+663.2%
FLEX vs GPC
+30.9%
+632.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.2% |
| 7D | -0.9% | +1.2% | -2.1% | -1.2% |
| 30D | -10.1% | +6.0% | -16.1% | -11.8% |
| 3M | -31.3% | +42.6% | -74.0% | -40.5% |
| 6M | +71.3% | +22.8% | +48.5% | +56.8% |
| YTD | +81.2% | +15.5% | +65.8% | +67.1% |
| 1Y | +98.5% | +2.0% | +96.4% | +92.2% |
| 3Y | +428.2% | -1.4% | +429.7% | +400.8% |
| All | +663.2% | +30.9% | +632.3% | +428.4% |
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