+627.7%
GEV vs FLEX
+293.2%
+334.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.4% |
| 7D | +3.2% | +6.4% | -3.2% | +0.1% |
| 30D | -4.0% | -5.9% | +1.8% | -1.2% |
| 3M | +3.4% | -23.5% | +26.9% | +16.0% |
| 6M | +14.7% | +83.7% | -69.0% | -28.3% |
| YTD | +45.8% | +86.5% | -40.7% | -11.2% |
| 1Y | +57.4% | +100.5% | -43.1% | -9.8% |
| All | +627.7% | +293.2% | +334.5% | +175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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