-2.4%
GLD vs FLEX
+18.3%
-20.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -2.4% |
| 7D | +2.8% | -13.6% | +16.4% | +3.9% |
| 30D | -4.0% | -36.5% | +32.5% | -0.2% |
| 3M | -8.2% | -36.4% | +28.2% | -4.8% |
| 6M | -14.8% | -46.5% | +31.6% | -10.8% |
| YTD | -6.8% | +25.9% | -32.7% | -12.5% |
| 1Y | -2.4% | +19.6% | -21.9% | -8.4% |
| All | -2.4% | +18.3% | -20.7% | -8.4% |
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