+16.0%
GS vs FLEX
+20.5%
-4.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +1.1% |
| 7D | +5.9% | +7.5% | -1.6% | +4.3% |
| 30D | +4.3% | -25.3% | +29.6% | +9.3% |
| 3M | -11.7% | -39.7% | +28.0% | -3.8% |
| 6M | -3.2% | -47.9% | +44.7% | +6.9% |
| YTD | +5.8% | +24.1% | -18.3% | -7.6% |
| 1Y | +16.0% | +26.0% | -9.9% | +0.7% |
| All | +16.0% | +20.5% | -4.5% | +0.7% |
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