+25.1%
GILD vs FLEX
+101.0%
-75.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.2% | -7.9% | -0.8% |
| 7D | -4.8% | +5.7% | -10.5% | -4.8% |
| 30D | +5.8% | -7.0% | +12.8% | +5.8% |
| 3M | +14.9% | -23.8% | +38.8% | +15.2% |
| 6M | -0.4% | +82.6% | -83.0% | -5.1% |
| YTD | +18.5% | +91.6% | -73.1% | +12.7% |
| 1Y | +25.1% | +100.6% | -75.4% | +17.4% |
| All | +25.1% | +101.0% | -75.9% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling