+98.5%
FLEX vs GPN
+8.1%
+90.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.5% |
| 7D | -0.9% | +0.8% | -1.7% | -0.9% |
| 30D | -10.1% | +5.8% | -15.9% | -9.9% |
| 3M | -31.3% | +37.0% | -68.3% | -31.9% |
| 6M | +71.3% | +20.1% | +51.1% | +69.4% |
| YTD | +81.2% | +20.4% | +60.8% | +81.1% |
| 1Y | +98.5% | +7.4% | +91.1% | +100.2% |
| All | +98.5% | +8.1% | +90.4% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 1y: compounded portfolio wealth divided by compounded GPN 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…
1y analysis · Full analysis span regression · 6 months rolling