+359.0%
GLW vs FLEX
+297.5%
+61.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.2% |
| 7D | +15.5% | +17.1% | -1.5% | +5.4% |
| 30D | -19.6% | -29.5% | +10.0% | -2.4% |
| 3M | -28.5% | -37.3% | +8.8% | -6.7% |
| 6M | -39.5% | -44.1% | +4.6% | -14.0% |
| YTD | +37.2% | +29.3% | +7.9% | +27.4% |
| 1Y | +35.4% | +24.2% | +11.3% | +28.0% |
| All | +359.0% | +297.5% | +61.5% | +188.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling