+0.3%
GLD vs FLEX
+21.6%
-21.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +12.0% | -10.1% | +0.8% |
| 7D | +4.9% | -7.2% | +12.1% | +5.3% |
| 30D | -1.3% | -34.8% | +33.5% | +2.3% |
| 3M | -4.8% | -35.6% | +30.8% | -1.3% |
| 6M | -12.5% | -45.0% | +32.5% | -8.6% |
| YTD | -4.2% | +29.4% | -33.6% | -10.3% |
| All | +0.3% | +21.6% | -21.3% | -6.1% |
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