+240.0%
GM vs FLEX
+1,941.7%
-1,701.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.1% | +7.0% | +4.4% |
| 7D | -1.1% | +0.1% | -1.2% | -1.3% |
| 30D | -3.4% | -11.8% | +8.3% | +0.6% |
| 3M | +8.7% | -22.6% | +31.3% | +16.1% |
| 6M | +15.4% | +77.3% | -61.9% | -16.5% |
| YTD | +6.6% | +78.8% | -72.2% | -24.0% |
| 1Y | +51.5% | +86.1% | -34.6% | +4.5% |
| 3Y | +169.3% | +446.2% | -276.9% | +7.4% |
| 5Y | +81.6% | +689.7% | -608.1% | -39.6% |
| 10Y | +240.7% | +1,037.5% | -796.9% | -16.4% |
| All | +240.0% | +1,941.7% | -1,701.7% | -45.2% |
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 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