+141.0%
GS vs FLEX
+389.8%
-248.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -13.6% | +7.2% | -2.2% |
| 7D | -6.3% | -28.3% | +22.0% | +3.0% |
| 30D | -3.1% | -45.0% | +41.9% | +14.9% |
| 3M | -17.7% | -45.2% | +27.6% | -2.6% |
| 6M | -4.6% | -30.8% | +26.3% | -0.5% |
| YTD | +0.3% | +10.4% | -10.1% | -14.7% |
| 1Y | +11.7% | +2.3% | +9.5% | -2.4% |
| 3Y | +183.6% | +238.9% | -55.3% | +43.2% |
| 5Y | +141.0% | +386.0% | -245.1% | -1.2% |
| All | +141.0% | +389.8% | -248.8% | -1.2% |
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