+205.0%
GLD vs FLEX
+569.1%
-364.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.6% | -5.4% | -1.0% |
| 7D | +4.7% | -19.3% | +24.0% | +5.4% |
| 30D | -0.9% | -41.5% | +40.6% | +0.9% |
| 3M | -4.4% | -43.1% | +38.7% | -2.7% |
| 6M | -13.6% | -48.2% | +34.6% | -11.9% |
| YTD | -6.0% | +15.5% | -21.5% | -6.5% |
| 1Y | +1.8% | +10.2% | -8.5% | +1.2% |
| 3Y | +103.2% | +256.8% | -153.7% | +98.2% |
| 5Y | +119.3% | +408.2% | -288.9% | +112.9% |
| All | +205.0% | +569.1% | -364.1% | +192.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling