+1,083.0%
FLEX vs GH
+486.6%
+596.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.6% |
| 7D | +6.4% | -0.2% | +6.5% | +6.4% |
| 30D | -5.9% | -2.6% | -3.2% | -5.5% |
| 3M | -23.5% | +25.1% | -48.6% | -27.0% |
| 6M | +83.7% | +78.5% | +5.2% | +62.7% |
| YTD | +86.5% | +59.4% | +27.1% | +68.3% |
| 1Y | +100.5% | +173.9% | -73.4% | +61.5% |
| 3Y | +469.8% | +382.7% | +87.1% | +289.4% |
| 5Y | +725.7% | +24.4% | +701.3% | +576.3% |
| All | +1,083.0% | +486.6% | +596.4% | +587.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling