+663.2%
FLEX vs GH
+23.4%
+639.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | -0.9% | -0.1% | -0.8% | -0.9% |
| 30D | -10.1% | -1.1% | -9.1% | -10.1% |
| 3M | -31.3% | +21.3% | -52.7% | -33.9% |
| 6M | +71.3% | +73.5% | -2.3% | +54.0% |
| YTD | +81.2% | +58.0% | +23.2% | +65.3% |
| 1Y | +98.5% | +163.1% | -64.6% | +64.3% |
| 3Y | +428.2% | +361.0% | +67.2% | +279.9% |
| All | +663.2% | +23.4% | +639.8% | +465.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling