+25.0%
FLEX vs GTLB
+6.1%
+18.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | 0.0% | -12.3% | -12.3% |
| 7D | -17.0% | -9.7% | -7.3% | -17.6% |
| 30D | -33.8% | +1.7% | -35.5% | -33.5% |
| 3M | -39.0% | +43.6% | -82.6% | -36.2% |
| 6M | -15.9% | +113.0% | -128.9% | -8.4% |
| YTD | +27.8% | +39.5% | -11.7% | +44.3% |
| 1Y | +25.0% | +12.6% | +12.3% | +41.8% |
| All | +25.0% | +6.1% | +18.9% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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