+484.1%
FLEX vs GTLB
-64.3%
+548.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -2.0% | +14.0% | +12.3% |
| 7D | -7.2% | -9.6% | +2.4% | -5.7% |
| 30D | -34.8% | -14.5% | -20.3% | -33.1% |
| 3M | -35.6% | +20.9% | -56.5% | -37.6% |
| 6M | -45.0% | +81.4% | -126.4% | -50.6% |
| YTD | +29.4% | +25.6% | +3.8% | +22.3% |
| 1Y | +24.8% | +3.4% | +21.3% | +21.9% |
| 3Y | +304.4% | +8.9% | +295.5% | +280.9% |
| 5Y | +484.1% | -64.0% | +548.1% | +474.2% |
| All | +484.1% | -64.3% | +548.4% | +474.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling