-24.3%
GEV vs FLEX
-47.8%
+23.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | +0.1% |
| 7D | +3.7% | +7.5% | -3.7% | 0.0% |
| 30D | -14.7% | -25.3% | +10.6% | -2.8% |
| 3M | -23.4% | -39.7% | +16.3% | -3.6% |
| 6M | -24.3% | -47.9% | +23.5% | -0.7% |
| All | -24.3% | -47.8% | +23.5% | -0.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling