+32.1%
GLW vs FLEX
+21.6%
+10.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +12.0% | -2.8% | +1.0% |
| 7D | -5.9% | -7.2% | +1.3% | -1.5% |
| 30D | -26.0% | -34.8% | +8.8% | -2.0% |
| 3M | -29.9% | -35.6% | +5.7% | -5.7% |
| 6M | -37.8% | -45.0% | +7.3% | -4.7% |
| YTD | +33.1% | +29.4% | +3.7% | +12.1% |
| All | +32.1% | +21.6% | +10.5% | +15.2% |
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 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