+268.6%
GE vs FLEX
+254.4%
+14.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.6% | -1.9% | +1.6% |
| 7D | +7.1% | -19.3% | +26.4% | +12.0% |
| 30D | +6.5% | -41.5% | +48.0% | +19.5% |
| 3M | -13.6% | -43.1% | +29.5% | -2.7% |
| 6M | +6.0% | -48.2% | +54.2% | +19.7% |
| YTD | +5.4% | +15.5% | -10.1% | -9.1% |
| 1Y | +6.5% | +10.2% | -3.8% | -7.4% |
| 3Y | +268.6% | +256.8% | +11.8% | +123.9% |
| All | +268.6% | +254.4% | +14.2% | +123.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling