+212.6%
GLW vs FLEX
+409.9%
-197.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.6% | -2.0% | +0.1% |
| 7D | -13.9% | -19.3% | +5.4% | -3.3% |
| 30D | -35.0% | -41.5% | +6.5% | -13.6% |
| 3M | -32.4% | -43.1% | +10.8% | -8.2% |
| 6M | -41.3% | -48.2% | +6.9% | -14.4% |
| YTD | +21.8% | +15.5% | +6.4% | +19.8% |
| 1Y | +21.8% | +10.2% | +11.6% | +22.1% |
| 3Y | +307.7% | +256.8% | +50.9% | +142.1% |
| All | +212.6% | +409.9% | -197.2% | +48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling