+1,033.9%
FLEX vs GPN
+28.6%
+1,005.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.8% | -5.9% | -5.0% |
| 7D | +0.1% | -3.5% | +3.6% | +1.7% |
| 30D | -11.8% | +3.1% | -14.9% | -13.6% |
| 3M | -22.6% | +42.3% | -64.9% | -36.7% |
| 6M | +77.3% | +20.9% | +56.5% | +55.6% |
| YTD | +78.8% | +15.2% | +63.5% | +57.7% |
| 1Y | +86.1% | +5.4% | +80.6% | +70.7% |
| 3Y | +446.2% | -27.4% | +473.6% | +492.1% |
| 5Y | +689.7% | -44.2% | +733.9% | +862.0% |
| All | +1,033.9% | +28.6% | +1,005.4% | +868.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling