+160.3%
GE vs FLEX
+645.9%
-485.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.8% | -2.4% | +0.2% |
| 7D | +4.0% | +2.2% | +1.8% | +2.9% |
| 30D | +11.1% | -32.6% | +43.7% | +24.0% |
| 3M | -6.7% | -35.5% | +28.8% | +4.9% |
| 6M | +14.3% | -45.6% | +59.8% | +33.0% |
| YTD | +11.7% | +30.7% | -19.0% | -8.7% |
| 1Y | +10.9% | +28.4% | -17.5% | -9.3% |
| 3Y | +279.0% | +301.7% | -22.7% | +92.3% |
| 5Y | +427.0% | +473.3% | -46.3% | +126.3% |
| All | +160.3% | +645.9% | -485.6% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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