-55.8%
FIG vs GEHC
-4.8%
-51.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.1% | -4.0% |
| 7D | -16.3% | -4.0% | -12.3% | -15.2% |
| 30D | -14.3% | -2.0% | -12.4% | -13.6% |
| 3M | +7.2% | +8.0% | -0.8% | +4.6% |
| 6M | -18.6% | -12.8% | -5.9% | -13.2% |
| YTD | -35.5% | -15.9% | -19.5% | -29.9% |
| 1Y | -55.8% | -6.9% | -48.9% | -54.2% |
| All | -55.8% | -4.8% | -51.0% | -54.2% |
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