+25.0%
FLEX vs GEHC
+15.6%
+9.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +6.4% | -18.7% | -11.5% |
| 7D | -17.0% | +13.2% | -30.1% | -15.8% |
| 30D | -33.8% | +30.6% | -64.4% | -32.1% |
| 3M | -39.0% | +22.2% | -61.2% | -37.9% |
| 6M | -15.9% | +40.8% | -56.7% | -14.4% |
| YTD | +27.8% | +4.8% | +23.0% | +29.9% |
| 1Y | +25.0% | +15.7% | +9.2% | +17.8% |
| All | +25.0% | +15.6% | +9.4% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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