+732.3%
GLD vs FLEX
+580.9%
+151.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -2.6% |
| 7D | +2.8% | -13.6% | +16.4% | +3.2% |
| 30D | -4.0% | -36.5% | +32.5% | -2.8% |
| 3M | -8.2% | -36.4% | +28.2% | -7.2% |
| 6M | -14.8% | -46.5% | +31.6% | -13.6% |
| YTD | -6.8% | +25.9% | -32.7% | -7.7% |
| 1Y | -2.4% | +19.6% | -21.9% | -3.2% |
| 3Y | +105.8% | +287.0% | -181.3% | +98.7% |
| 5Y | +113.3% | +466.6% | -353.3% | +104.1% |
| 10Y | +208.4% | +626.9% | -418.5% | +191.2% |
| All | +732.3% | +580.9% | +151.4% | +660.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling