+486.7%
GS vs FLEX
+569.0%
-82.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.6% | -4.9% | -1.9% |
| 7D | -3.2% | -19.3% | +16.1% | +3.1% |
| 30D | -2.4% | -41.5% | +39.1% | +14.8% |
| 3M | -15.7% | -43.1% | +27.4% | -0.5% |
| 6M | -6.8% | -48.2% | +41.4% | +11.5% |
| YTD | -0.1% | +15.5% | -15.5% | -14.7% |
| 1Y | +12.1% | +10.2% | +1.9% | -3.0% |
| 3Y | +185.8% | +256.8% | -71.0% | +52.7% |
| 5Y | +140.1% | +408.2% | -268.1% | +9.3% |
| All | +486.7% | +569.0% | -82.3% | +126.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling