+9.3%
GEHC vs FLUT
-30.1%
+39.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.2% |
| 7D | -7.6% | -2.6% | -5.0% | -7.2% |
| 30D | -10.7% | +5.4% | -16.0% | -11.7% |
| 3M | -1.2% | -10.8% | +9.5% | +0.4% |
| 6M | -13.7% | -9.2% | -4.5% | -12.9% |
| YTD | -20.4% | -53.8% | +33.4% | -9.5% |
| 1Y | -17.0% | -66.0% | +48.9% | -0.4% |
| 3Y | +0.9% | -44.7% | +45.6% | +9.0% |
| All | +9.3% | -30.1% | +39.4% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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