+14.5%
GS vs FLEX
+19.9%
-5.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +1.0% |
| 7D | +1.6% | -13.6% | +15.2% | +3.9% |
| 30D | +1.7% | -36.5% | +38.2% | +10.2% |
| 3M | -11.6% | -36.4% | +24.8% | -4.5% |
| 6M | -1.9% | -46.5% | +44.6% | +8.1% |
| YTD | +5.1% | +25.9% | -20.9% | -9.7% |
| All | +14.5% | +19.9% | -5.3% | -1.3% |
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