+87.9%
FERG vs GEHC
+4.1%
+83.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.7% |
| 7D | +0.9% | -7.6% | +8.5% | +3.2% |
| 30D | -15.1% | -10.7% | -4.4% | -12.3% |
| 3M | -4.8% | -1.2% | -3.6% | -5.0% |
| 6M | -2.5% | -13.7% | +11.3% | +1.1% |
| YTD | +1.8% | -20.4% | +22.2% | +8.0% |
| 1Y | -0.3% | -17.0% | +16.7% | +4.2% |
| 3Y | +52.9% | +0.9% | +52.0% | +50.1% |
| All | +87.9% | +4.1% | +83.9% | +88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling