+67.7%
FERG vs GEHC
+20.0%
+47.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.2% |
| 7D | +9.7% | +0.8% | +9.0% | +9.5% |
| 30D | +15.0% | +21.3% | -6.3% | +8.2% |
| 3M | +3.8% | +12.6% | -8.8% | -0.1% |
| 6M | +10.6% | +34.3% | -23.7% | 0.0% |
| YTD | +17.0% | +1.4% | +15.6% | +15.8% |
| 1Y | +7.1% | +12.5% | -5.4% | +2.0% |
| 3Y | +67.7% | +19.2% | +48.5% | +54.6% |
| All | +67.7% | +20.0% | +47.8% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling