+39.4%
GM vs FLEX
+23.4%
+16.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -12.3% | +17.0% | +5.7% |
| 7D | +12.1% | -17.0% | +29.0% | +13.8% |
| 30D | +15.2% | -33.8% | +49.1% | +19.2% |
| 3M | +4.9% | -39.0% | +43.9% | +9.2% |
| 6M | +22.6% | -15.9% | +38.5% | +20.3% |
| YTD | +14.4% | +27.8% | -13.4% | +2.9% |
| 1Y | +39.4% | +25.0% | +14.5% | +26.4% |
| All | +39.4% | +23.4% | +16.0% | +26.4% |
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