+837.6%
GLW vs FLEX
+1,059.7%
-222.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +4.4% | +3.2% | +5.5% |
| 7D | +14.0% | +7.0% | +7.0% | +10.6% |
| 30D | +0.4% | -5.8% | +6.2% | +3.5% |
| 3M | -11.3% | -24.2% | +12.9% | +2.3% |
| 6M | +35.1% | +90.8% | -55.7% | +3.5% |
| YTD | +90.5% | +89.2% | +1.3% | +46.9% |
| 1Y | +132.0% | +104.7% | +27.3% | +73.0% |
| 3Y | +463.3% | +478.1% | -14.8% | +165.9% |
| 5Y | +382.5% | +726.2% | -343.7% | +91.6% |
| 10Y | +837.6% | +1,060.6% | -222.9% | +182.2% |
| All | +837.6% | +1,059.7% | -222.1% | +182.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling