+720.1%
FLEX vs GH
+458.1%
+262.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.1% | -1.1% |
| 7D | +17.1% | +0.9% | +16.1% | +16.9% |
| 30D | -29.5% | -4.5% | -25.1% | -28.5% |
| 3M | -37.3% | -6.2% | -31.1% | -36.4% |
| 6M | -44.1% | +55.0% | -99.0% | -48.9% |
| YTD | +29.3% | +51.6% | -22.3% | +18.0% |
| 1Y | +24.2% | +58.3% | -34.1% | +12.4% |
| 3Y | +297.3% | +617.6% | -320.3% | +152.7% |
| 5Y | +446.2% | +49.2% | +397.0% | +334.0% |
| All | +720.1% | +458.1% | +262.1% | +381.9% |
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