+100.6%
FLEX vs GPN
+4.8%
+95.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.3% | +7.5% | +7.2% |
| 7D | +5.7% | -4.6% | +10.3% | +5.5% |
| 30D | -7.0% | -0.3% | -6.8% | -7.1% |
| 3M | -23.8% | +35.4% | -59.3% | -24.8% |
| 6M | +82.6% | +21.7% | +61.0% | +79.8% |
| YTD | +91.6% | +14.9% | +76.7% | +91.0% |
| 1Y | +100.6% | +3.2% | +97.4% | +102.7% |
| All | +100.6% | +4.8% | +95.8% | +102.7% |
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