+365.0%
FLEX vs GEHC
+34.3%
+330.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.0% | +10.0% | +11.5% |
| 7D | -7.2% | +5.6% | -12.8% | -8.6% |
| 30D | -34.8% | +27.9% | -62.7% | -39.1% |
| 3M | -35.6% | +17.1% | -52.7% | -38.5% |
| 6M | -45.0% | +32.5% | -77.6% | -50.1% |
| YTD | +29.4% | +2.7% | +26.7% | +27.3% |
| 1Y | +24.8% | +15.3% | +9.5% | +16.8% |
| 3Y | +304.4% | +23.7% | +280.7% | +267.7% |
| All | +365.0% | +34.3% | +330.7% | +325.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling