+123.2%
GLW vs FLEX
+102.8%
+20.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.5% | +4.2% | +4.7% |
| 7D | +3.8% | -0.9% | +4.7% | +4.4% |
| 30D | -1.3% | -10.1% | +8.8% | +6.3% |
| 3M | -21.8% | -31.3% | +9.5% | +1.4% |
| 6M | +6.9% | +71.3% | -64.4% | -23.5% |
| YTD | +77.2% | +81.2% | -4.1% | +21.7% |
| 1Y | +123.2% | +98.5% | +24.7% | +44.5% |
| All | +123.2% | +102.8% | +20.4% | +44.5% |
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