+514.9%
GEV vs FLEX
+161.6%
+353.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.7% |
| 3M | -23.4% | -39.7% | +16.3% | -3.4% |
| 6M | -24.3% | -47.9% | +23.5% | +0.6% |
| YTD | +23.2% | +24.1% | -0.9% | -9.7% |
| 1Y | +44.2% | +26.0% | +18.3% | +4.9% |
| All | +514.9% | +161.6% | +353.2% | +180.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling