+432.0%
FLEX vs GTLB
-50.5%
+482.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.5% |
| 7D | -13.6% | -10.9% | -2.7% | -12.1% |
| 30D | -36.5% | -15.3% | -21.2% | -34.8% |
| 3M | -36.4% | +14.6% | -51.0% | -37.9% |
| 6M | -46.5% | +79.6% | -126.1% | -51.7% |
| YTD | +25.9% | +24.3% | +1.6% | +19.3% |
| 1Y | +19.6% | +1.0% | +18.5% | +17.3% |
| 3Y | +287.0% | +4.6% | +282.4% | +267.3% |
| 5Y | +466.6% | -63.7% | +530.4% | +431.6% |
| All | +432.0% | -50.5% | +482.5% | +399.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling