+185.7%
GS vs FLEX
+657.3%
-471.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.4% |
| 7D | +0.9% | -0.9% | +1.8% | +1.2% |
| 30D | -1.6% | -10.1% | +8.6% | +1.6% |
| 3M | -4.5% | -31.3% | +26.9% | +6.1% |
| 6M | +20.9% | +71.3% | -50.4% | -7.4% |
| YTD | +19.9% | +81.2% | -61.4% | -10.8% |
| 1Y | +41.4% | +98.5% | -57.1% | +0.1% |
| 3Y | +239.2% | +428.2% | -189.1% | +54.2% |
| All | +185.7% | +657.3% | -471.5% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling