+87.3%
FERG vs GEHC
+2.1%
+85.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -2.6% | -7.2% | +4.6% | -0.5% |
| 30D | -8.9% | -11.6% | +2.7% | -5.6% |
| 3M | -2.0% | -0.8% | -1.2% | -2.4% |
| 6M | -3.2% | -11.9% | +8.7% | -0.3% |
| YTD | +1.5% | -21.9% | +23.4% | +8.3% |
| 1Y | +0.5% | -17.8% | +18.3% | +5.3% |
| 3Y | +50.4% | -3.5% | +53.9% | +49.1% |
| All | +87.3% | +2.1% | +85.3% | +88.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling