+7,917.6%
FLEX vs GWW
+6,510.0%
+1,407.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.0% |
| 7D | -0.9% | +1.4% | -2.3% | -1.7% |
| 30D | -10.1% | +3.3% | -13.4% | -11.9% |
| 3M | -31.3% | +2.9% | -34.3% | -32.9% |
| 6M | +71.3% | +15.8% | +55.5% | +57.0% |
| YTD | +81.2% | +32.0% | +49.2% | +52.8% |
| 1Y | +98.5% | +29.9% | +68.6% | +68.4% |
| 3Y | +428.2% | +91.1% | +337.2% | +252.5% |
| 5Y | +657.3% | +223.9% | +433.3% | +261.5% |
| 10Y | +995.9% | +567.0% | +428.9% | +210.7% |
| All | +7,917.6% | +6,510.0% | +1,407.7% | +468.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling