+104.1%
GLD vs FLEX
+421.8%
-317.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.4% |
| 7D | -4.6% | +7.5% | -12.0% | -5.0% |
| 30D | -5.5% | -25.3% | +19.8% | -4.1% |
| 3M | -10.9% | -39.7% | +28.8% | -8.5% |
| 6M | -17.4% | -47.9% | +30.4% | -14.8% |
| YTD | -10.3% | +24.1% | -34.4% | -12.0% |
| 1Y | -7.2% | +26.0% | -33.1% | -9.0% |
| 3Y | +96.9% | +282.7% | -185.8% | +86.9% |
| All | +104.1% | +421.8% | -317.7% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling