+304.4%
FLEX vs GTLB
+4.0%
+300.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -2.0% | +14.0% | +12.3% |
| 7D | -7.2% | -9.6% | +2.4% | -5.6% |
| 30D | -34.8% | -14.5% | -20.3% | -33.1% |
| 3M | -35.6% | +20.9% | -56.5% | -37.5% |
| 6M | -45.0% | +81.4% | -126.4% | -50.7% |
| YTD | +29.4% | +25.6% | +3.8% | +24.6% |
| 1Y | +24.8% | +3.4% | +21.3% | +26.0% |
| 3Y | +304.4% | +8.9% | +295.5% | +299.0% |
| All | +304.4% | +4.0% | +300.4% | +299.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling