+478.1%
FLEX vs GWW
+91.5%
+386.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.7% | +7.0% | +5.9% |
| 7D | +7.0% | -1.5% | +8.5% | +7.8% |
| 30D | -5.8% | +1.1% | -6.9% | -6.6% |
| 3M | -24.2% | -1.0% | -23.2% | -24.4% |
| 6M | +90.8% | +16.3% | +74.5% | +72.7% |
| YTD | +89.2% | +28.5% | +60.7% | +61.1% |
| 1Y | +104.7% | +30.3% | +74.4% | +72.6% |
| 3Y | +478.1% | +91.6% | +386.5% | +265.6% |
| All | +478.1% | +91.5% | +386.6% | +265.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 3y: compounded portfolio wealth divided by compounded GWW 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…
3y analysis · Full analysis span regression · 6 months rolling