+725.7%
FLEX vs GPN
-46.4%
+772.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.5% |
| 7D | +6.4% | -6.2% | +12.6% | +8.6% |
| 30D | -5.9% | +1.0% | -6.9% | -6.6% |
| 3M | -23.5% | +36.9% | -60.4% | -32.9% |
| 6M | +83.7% | +16.8% | +66.9% | +69.5% |
| YTD | +86.5% | +13.2% | +73.3% | +72.2% |
| 1Y | +100.5% | +1.4% | +99.1% | +92.8% |
| 3Y | +469.8% | -28.6% | +498.5% | +527.2% |
| 5Y | +725.7% | -47.0% | +772.6% | +911.6% |
| All | +725.7% | -46.4% | +772.1% | +911.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling