+151.5%
GE vs FLEX
+1,059.7%
-908.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.0% | -2.1% |
| 7D | +1.2% | +7.0% | -5.8% | -1.1% |
| 30D | -9.5% | -5.8% | -3.7% | -8.0% |
| 3M | +4.1% | -24.2% | +28.3% | +11.9% |
| 6M | +3.9% | +90.8% | -86.9% | -22.7% |
| YTD | +9.0% | +89.2% | -80.2% | -19.2% |
| 1Y | +21.9% | +104.7% | -82.8% | -13.1% |
| 3Y | +281.8% | +478.1% | -196.3% | +75.0% |
| 5Y | +436.7% | +726.2% | -289.5% | +108.6% |
| 10Y | +151.5% | +1,060.6% | -909.1% | -26.6% |
| All | +151.5% | +1,059.7% | -908.2% | -26.6% |
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