+2.8%
GLD vs FLEX
+23.4%
-20.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -12.3% | +16.0% | +4.8% |
| 7D | -0.3% | -17.0% | +16.7% | +1.4% |
| 30D | -1.9% | -33.8% | +32.0% | +1.8% |
| 3M | -0.4% | -39.0% | +38.6% | +3.9% |
| 6M | -10.2% | -15.9% | +5.7% | -11.0% |
| YTD | -6.0% | +27.8% | -33.8% | -11.9% |
| 1Y | +2.8% | +25.0% | -22.2% | -3.8% |
| All | +2.8% | +23.4% | -20.6% | -3.8% |
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