+25.0%
FLEX vs GWRE
-24.5%
+49.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +5.9% | -18.3% | -10.5% |
| 7D | -17.0% | +2.2% | -19.2% | -16.0% |
| 30D | -33.8% | +4.5% | -38.4% | -32.5% |
| 3M | -39.0% | +6.4% | -45.5% | -36.0% |
| 6M | -15.9% | +18.8% | -34.7% | -3.6% |
| YTD | +27.8% | -15.1% | +43.0% | +41.1% |
| 1Y | +25.0% | -23.4% | +48.4% | +44.4% |
| All | +25.0% | -24.5% | +49.5% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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