+25.0%
FLEX vs GH
+80.5%
-55.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -3.7% | -8.7% | -11.3% |
| 7D | -17.0% | -7.7% | -9.3% | -15.0% |
| 30D | -33.8% | -10.0% | -23.9% | -32.1% |
| 3M | -39.0% | +5.5% | -44.5% | -40.0% |
| 6M | -15.9% | +84.9% | -100.8% | -30.6% |
| YTD | +27.8% | +65.0% | -37.2% | +8.8% |
| 1Y | +25.0% | +71.8% | -46.8% | +4.0% |
| All | +25.0% | +80.5% | -55.5% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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