+98.5%
FLEX vs GWRE
-25.4%
+123.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -19.9% | +21.4% | -3.3% |
| 7D | -0.9% | -21.1% | +20.2% | -6.0% |
| 30D | -10.1% | +1.3% | -11.5% | -8.5% |
| 3M | -31.3% | +7.4% | -38.8% | -26.9% |
| 6M | +71.3% | +5.6% | +65.7% | +86.5% |
| YTD | +81.2% | -19.2% | +100.4% | +98.2% |
| 1Y | +98.5% | -25.1% | +123.6% | +117.5% |
| All | +98.5% | -25.4% | +123.9% | +117.5% |
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