+154.7%
GS vs FLEX
+467.1%
-312.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.1% |
| 7D | +5.1% | +17.1% | -11.9% | 0.0% |
| 30D | +2.4% | -29.5% | +32.0% | +12.5% |
| 3M | -11.5% | -37.3% | +25.8% | +0.3% |
| 6M | -2.5% | -44.1% | +41.6% | +12.5% |
| YTD | +5.5% | +29.3% | -23.8% | -14.7% |
| 1Y | +11.0% | +24.2% | -13.1% | -9.1% |
| 3Y | +200.1% | +297.3% | -97.3% | +43.7% |
| 5Y | +154.7% | +446.2% | -291.5% | +1.2% |
| All | +154.7% | +467.1% | -312.4% | +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