+2,049.7%
FLEX vs GWRE
+869.7%
+1,180.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -19.9% | +21.4% | +6.7% |
| 7D | -0.9% | -21.1% | +20.2% | +4.5% |
| 30D | -10.1% | +1.3% | -11.5% | -11.8% |
| 3M | -31.3% | +7.4% | -38.8% | -35.1% |
| 6M | +71.3% | +5.6% | +65.7% | +57.5% |
| YTD | +81.2% | -19.2% | +100.4% | +81.1% |
| 1Y | +98.5% | -25.1% | +123.6% | +101.0% |
| 3Y | +428.2% | +87.7% | +340.5% | +268.6% |
| 5Y | +657.3% | +32.0% | +625.2% | +483.4% |
| 10Y | +995.9% | +157.8% | +838.2% | +585.3% |
| All | +2,049.7% | +869.7% | +1,180.0% | +1,076.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling