+448.8%
GS vs FLEX
+631.1%
-182.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +1.3% |
| 7D | +1.6% | -13.6% | +15.2% | +5.8% |
| 30D | +1.7% | -36.5% | +38.2% | +16.3% |
| 3M | -11.6% | -36.4% | +24.8% | +0.5% |
| 6M | -1.9% | -46.5% | +44.6% | +16.1% |
| YTD | +5.1% | +25.9% | -20.9% | -13.0% |
| 1Y | +16.4% | +19.6% | -3.1% | -2.1% |
| 3Y | +199.0% | +287.0% | -88.1% | +55.2% |
| 5Y | +157.4% | +466.6% | -309.2% | +12.8% |
| All | +448.8% | +631.1% | -182.3% | +102.8% |
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