+25.0%
FLEX vs GPN
+20.6%
+4.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -1.9% | -10.4% | -12.6% |
| 7D | -17.0% | +15.0% | -32.0% | -15.5% |
| 30D | -33.8% | +16.9% | -50.8% | -32.5% |
| 3M | -39.0% | +9.2% | -48.2% | -38.2% |
| 6M | -15.9% | +34.7% | -50.6% | -15.4% |
| YTD | +27.8% | +25.4% | +2.5% | +29.5% |
| 1Y | +25.0% | +21.7% | +3.2% | +27.2% |
| All | +25.0% | +20.6% | +4.3% | +27.2% |
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