+15.5%
GEHC vs FLUT
-29.6%
+45.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +0.9% | -0.8% |
| 7D | -4.0% | -1.6% | -2.4% | -3.7% |
| 30D | -2.0% | +7.7% | -9.7% | -3.5% |
| 3M | +8.0% | -0.7% | +8.7% | +7.6% |
| 6M | -12.8% | -11.2% | -1.6% | -11.6% |
| YTD | -15.9% | -53.4% | +37.5% | -4.5% |
| 1Y | -6.9% | -65.8% | +58.8% | +11.6% |
| 3Y | 0.0% | -44.9% | +44.9% | +8.0% |
| All | +15.5% | -29.6% | +45.0% | +18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling