+620.7%
GEV vs FLEX
+282.1%
+338.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.7% |
| 7D | +3.3% | -0.9% | +4.2% | +3.7% |
| 30D | -7.5% | -10.1% | +2.7% | -2.6% |
| 3M | -2.2% | -31.3% | +29.2% | +15.7% |
| 6M | +12.1% | +71.3% | -59.2% | -26.8% |
| YTD | +44.4% | +81.2% | -36.9% | -10.8% |
| 1Y | +57.7% | +98.5% | -40.8% | -9.7% |
| All | +620.7% | +282.1% | +338.6% | +176.4% |
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