+689.7%
FLEX vs GWRE
+14.4%
+675.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -4.0% |
| 7D | +0.1% | -30.9% | +31.1% | +4.2% |
| 30D | -11.8% | -20.7% | +8.9% | -9.9% |
| 3M | -22.6% | +20.2% | -42.7% | -27.1% |
| 6M | +77.3% | -11.9% | +89.2% | +75.7% |
| YTD | +78.8% | -30.3% | +109.1% | +89.4% |
| 1Y | +86.1% | -44.6% | +130.7% | +112.7% |
| 3Y | +446.2% | +48.8% | +397.4% | +312.2% |
| 5Y | +689.7% | +14.8% | +674.9% | +521.5% |
| All | +689.7% | +14.4% | +675.3% | +521.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling