+217.1%
GLD vs FLEX
+1,001.7%
-784.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.9% |
| 7D | -0.5% | -0.9% | +0.4% | -0.5% |
| 30D | +4.4% | -10.1% | +14.5% | +4.8% |
| 3M | -1.1% | -31.3% | +30.3% | 0.0% |
| 6M | -13.8% | +71.3% | -85.1% | -15.4% |
| YTD | +2.6% | +81.2% | -78.6% | +0.6% |
| 1Y | +24.5% | +98.5% | -74.0% | +21.8% |
| 3Y | +125.8% | +428.2% | -302.4% | +117.4% |
| 5Y | +137.8% | +657.3% | -519.5% | +127.8% |
| All | +217.1% | +1,001.7% | -784.6% | +198.8% |
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