+1,049.7%
FLEX vs GH
+481.7%
+568.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -34.2% |
| 6M | +71.3% | +73.5% | -2.3% | +52.5% |
| YTD | +81.2% | +58.0% | +23.2% | +63.9% |
| 1Y | +98.5% | +163.1% | -64.6% | +61.1% |
| 3Y | +428.2% | +361.0% | +67.2% | +264.1% |
| 5Y | +657.3% | +22.5% | +634.7% | +522.2% |
| All | +1,049.7% | +481.7% | +568.0% | +569.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling