+2,802.9%
GLW vs FLEX
+7,523.3%
-4,720.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.5% | +4.2% | +5.2% |
| 7D | +3.8% | -0.9% | +4.7% | +4.1% |
| 30D | -1.3% | -10.1% | +8.8% | +2.6% |
| 3M | -21.8% | -31.3% | +9.5% | -9.4% |
| 6M | +6.9% | +71.3% | -64.4% | -10.1% |
| YTD | +77.2% | +81.2% | -4.1% | +46.2% |
| 1Y | +123.2% | +98.5% | +24.7% | +78.6% |
| 3Y | +400.0% | +428.2% | -28.3% | +179.9% |
| 5Y | +342.8% | +657.3% | -314.5% | +116.0% |
| 10Y | +771.4% | +995.9% | -224.5% | +243.5% |
| All | +2,802.9% | +7,523.3% | -4,720.5% | +693.5% |
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