+614.8%
FLEX vs GPN
+39.9%
+574.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.2% | -8.2% | -5.9% |
| 7D | +7.5% | -5.6% | +13.1% | +9.6% |
| 30D | -25.3% | +13.6% | -38.9% | -30.9% |
| 3M | -39.7% | -2.8% | -36.9% | -40.3% |
| 6M | -47.9% | +38.1% | -85.9% | -57.7% |
| YTD | +24.1% | +19.9% | +4.2% | +5.2% |
| 1Y | +26.0% | +23.4% | +2.5% | +4.9% |
| 3Y | +282.7% | -12.6% | +295.3% | +266.4% |
| 5Y | +424.2% | -26.6% | +450.8% | +430.8% |
| All | +614.8% | +39.9% | +574.9% | +462.0% |
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