+103.2%
GLD vs FLEX
+254.3%
-151.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.6% | -5.4% | -1.1% |
| 7D | +4.7% | -19.3% | +24.0% | +6.1% |
| 30D | -0.9% | -41.5% | +40.6% | +2.7% |
| 3M | -4.4% | -43.1% | +38.7% | -0.8% |
| 6M | -13.6% | -48.2% | +34.7% | -10.2% |
| YTD | -6.0% | +15.5% | -21.5% | -8.0% |
| 1Y | +1.8% | +10.2% | -8.4% | -0.3% |
| 3Y | +103.2% | +256.8% | -153.6% | +87.1% |
| All | +103.2% | +254.3% | -151.2% | +87.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling