+473.3%
FLEX vs GPC
+6.4%
+466.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.6% | +4.0% |
| 7D | +2.2% | -2.1% | +4.3% | +2.9% |
| 30D | -32.6% | -4.5% | -28.1% | -31.9% |
| 3M | -35.5% | -7.7% | -27.8% | -34.3% |
| 6M | -45.6% | +24.3% | -69.9% | -50.8% |
| YTD | +30.7% | +3.5% | +27.2% | +24.2% |
| 1Y | +28.4% | +0.7% | +27.6% | +23.2% |
| 3Y | +301.7% | 0.0% | +301.7% | +263.0% |
| 5Y | +473.3% | +5.8% | +467.4% | +358.8% |
| All | +473.3% | +6.4% | +466.9% | +358.8% |
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