+579.9%
FLEX vs GEHC
+6.6%
+573.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.0% | +7.4% | +5.2% |
| 7D | +7.0% | -5.2% | +12.1% | +8.5% |
| 30D | -5.8% | -7.0% | +1.2% | -4.1% |
| 3M | -24.2% | +3.3% | -27.5% | -26.1% |
| 6M | +90.8% | -10.0% | +100.8% | +94.4% |
| YTD | +89.2% | -18.5% | +107.7% | +98.4% |
| 1Y | +104.7% | -14.4% | +119.1% | +109.6% |
| 3Y | +478.1% | +3.4% | +474.7% | +453.9% |
| All | +579.9% | +6.6% | +573.3% | +563.9% |
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