+478.5%
GS vs FLEX
+659.4%
-180.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +12.0% | -7.4% | +0.7% |
| 7D | +0.8% | -7.2% | +8.0% | +2.4% |
| 30D | +1.2% | -34.8% | +36.0% | +14.7% |
| 3M | -12.4% | -35.6% | +23.2% | -0.9% |
| 6M | -2.3% | -45.0% | +42.7% | +14.5% |
| YTD | +4.6% | +29.4% | -24.8% | -14.1% |
| 1Y | +17.5% | +24.8% | -7.3% | -2.6% |
| 3Y | +202.0% | +304.4% | -102.4% | +54.6% |
| 5Y | +152.4% | +484.1% | -331.7% | +9.6% |
| 10Y | +478.5% | +640.4% | -161.9% | +114.9% |
| All | +478.5% | +659.4% | -180.8% | +114.9% |
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