+92.3%
FERG vs GEHC
+10.0%
+82.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.6% | +2.7% |
| 7D | 0.0% | -4.0% | +4.0% | +1.1% |
| 30D | -10.2% | -2.0% | -8.2% | -9.7% |
| 3M | -0.6% | +8.0% | -8.6% | -3.3% |
| 6M | -6.5% | -12.8% | +6.2% | -3.3% |
| YTD | +4.2% | -15.9% | +20.1% | +8.8% |
| 1Y | -2.3% | -6.9% | +4.7% | -1.3% |
| 3Y | +48.5% | 0.0% | +48.5% | +45.0% |
| All | +92.3% | +10.0% | +82.3% | +89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling