-2.3%
FERG vs GEHC
-4.8%
+2.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.6% | +2.6% |
| 7D | 0.0% | -4.0% | +4.0% | +1.0% |
| 30D | -10.2% | -2.0% | -8.2% | -9.7% |
| 3M | -0.6% | +8.0% | -8.6% | -2.7% |
| 6M | -6.5% | -12.8% | +6.2% | -2.2% |
| YTD | +4.2% | -15.9% | +20.1% | +9.6% |
| 1Y | -2.3% | -6.9% | +4.7% | -1.0% |
| All | -2.3% | -4.8% | +2.6% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 1y: compounded portfolio wealth divided by compounded GEHC 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…
1y analysis · Full analysis span regression · 6 months rolling