+186.8%
GS vs FLEX
+238.9%
-52.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -13.6% | +7.2% | -2.7% |
| 7D | -6.3% | -28.3% | +22.0% | +2.0% |
| 30D | -3.1% | -45.0% | +41.9% | +12.9% |
| 3M | -17.7% | -45.2% | +27.6% | -4.3% |
| 6M | -4.6% | -30.8% | +26.3% | -0.6% |
| YTD | +0.3% | +10.4% | -10.1% | -14.2% |
| 1Y | +11.7% | +2.3% | +9.5% | -1.9% |
| All | +186.8% | +238.9% | -52.1% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling