-46.1%
FLEX vs GH
+65.5%
-111.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +5.2% | +6.8% | +10.3% |
| 7D | -7.2% | -7.0% | -0.2% | -4.8% |
| 30D | -34.8% | -5.2% | -29.6% | -33.1% |
| 3M | -35.6% | -5.8% | -29.8% | -34.1% |
| All | -46.1% | +65.5% | -111.6% | -49.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling