+12.0%
GEHC vs FLUT
-29.2%
+41.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.1% |
| 7D | -5.2% | +3.8% | -9.0% | -5.8% |
| 30D | -7.0% | +6.3% | -13.3% | -8.2% |
| 3M | +3.3% | -4.0% | +7.4% | +3.6% |
| 6M | -10.0% | -10.3% | +0.3% | -8.9% |
| YTD | -18.5% | -53.2% | +34.7% | -7.5% |
| 1Y | -14.4% | -65.0% | +50.6% | +2.2% |
| 3Y | +3.4% | -43.9% | +47.3% | +11.4% |
| All | +12.0% | -29.2% | +41.1% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling