+551.4%
FLEX vs GEHC
+10.0%
+541.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.8% |
| 7D | -0.9% | -4.0% | +3.1% | +0.2% |
| 30D | -10.1% | -2.0% | -8.2% | -9.8% |
| 3M | -31.3% | +8.0% | -39.3% | -33.9% |
| 6M | +71.3% | -12.8% | +84.0% | +77.2% |
| YTD | +81.2% | -15.9% | +97.2% | +88.6% |
| 1Y | +98.5% | -6.9% | +105.4% | +97.3% |
| 3Y | +428.2% | 0.0% | +428.3% | +409.5% |
| All | +551.4% | +10.0% | +541.4% | +531.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling