+39.3%
GEHC vs FLUT
-42.9%
+82.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.5% | +1.6% |
| 7D | +0.8% | -0.7% | +1.5% | +0.9% |
| 30D | +21.3% | +9.3% | +12.1% | +19.3% |
| 3M | +12.6% | -17.5% | +30.1% | +15.8% |
| 6M | +34.3% | -14.6% | +48.9% | +36.7% |
| YTD | +1.4% | -62.3% | +63.7% | +19.1% |
| 1Y | +12.5% | -59.6% | +72.1% | +30.3% |
| 3Y | +19.2% | -45.3% | +64.5% | +29.1% |
| All | +39.3% | -42.9% | +82.2% | +48.2% |
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