+436.6%
GE vs FLEX
+657.3%
-220.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.6% |
| 7D | -1.6% | -0.9% | -0.7% | -1.3% |
| 30D | -11.6% | -10.1% | -1.4% | -8.9% |
| 3M | +3.0% | -31.3% | +34.4% | +13.2% |
| 6M | -0.5% | +71.3% | -71.8% | -22.3% |
| YTD | +9.7% | +81.2% | -71.5% | -16.6% |
| 1Y | +20.0% | +98.5% | -78.5% | -12.7% |
| 3Y | +275.8% | +428.2% | -152.4% | +77.4% |
| All | +436.6% | +657.3% | -220.7% | +98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling