+449.4%
FLEX vs GTLB
+1.9%
+447.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.3% |
| 7D | -0.9% | +11.1% | -12.0% | -2.6% |
| 30D | -10.1% | +37.8% | -48.0% | -14.9% |
| 3M | -31.3% | +61.6% | -92.9% | -36.9% |
| 6M | +71.3% | +98.9% | -27.7% | +49.3% |
| YTD | +81.2% | +32.8% | +48.5% | +72.3% |
| 1Y | +98.5% | +14.7% | +83.8% | +94.2% |
| All | +449.4% | +1.9% | +447.5% | +453.9% |
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