+1,896.6%
GLW vs FLEX
+4,757.3%
-2,860.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.6% | -2.0% | +1.0% |
| 7D | -13.9% | -19.3% | +5.4% | -7.1% |
| 30D | -35.0% | -41.5% | +6.5% | -21.7% |
| 3M | -32.4% | -43.1% | +10.8% | -17.3% |
| 6M | -41.3% | -48.2% | +6.9% | -24.6% |
| YTD | +21.8% | +15.5% | +6.4% | +18.0% |
| 1Y | +21.8% | +10.2% | +11.6% | +19.9% |
| 3Y | +307.7% | +256.8% | +50.9% | +163.7% |
| 5Y | +213.7% | +408.2% | -194.5% | +76.8% |
| 10Y | +509.3% | +580.8% | -71.6% | +184.4% |
| All | +1,896.6% | +4,757.3% | -2,860.6% | +540.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling