+16.5%
GEHC vs FLUT
-52.0%
+68.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.4% |
| 7D | +7.6% | -1.1% | +8.7% | +7.7% |
| 30D | +27.5% | +7.7% | +19.7% | +25.5% |
| 3M | +17.2% | -12.2% | +29.4% | +19.3% |
| 6M | +33.6% | -17.6% | +51.2% | +37.0% |
| YTD | +0.6% | -62.0% | +62.6% | +19.0% |
| 1Y | +11.3% | -62.3% | +73.6% | +31.2% |
| 3Y | +16.5% | -52.0% | +68.5% | +30.2% |
| All | +16.5% | -52.0% | +68.5% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling