+40.6%
GLW vs FLEX
+23.4%
+17.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -12.3% | +6.5% | +2.5% |
| 7D | -9.5% | -17.0% | +7.5% | +2.1% |
| 30D | -25.5% | -33.8% | +8.4% | -2.3% |
| 3M | -25.6% | -39.0% | +13.5% | +3.7% |
| 6M | -25.5% | -15.9% | -9.6% | -12.3% |
| YTD | +36.4% | +27.8% | +8.5% | +16.7% |
| 1Y | +40.6% | +25.0% | +15.6% | +22.3% |
| All | +40.6% | +23.4% | +17.2% | +22.3% |
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