-80.9%
FIG vs GEHC
-9.7%
-71.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.8% | -2.6% |
| 7D | -14.5% | -7.6% | -6.8% | -12.5% |
| 30D | -13.3% | -10.7% | -2.7% | -10.6% |
| 3M | +7.4% | -1.2% | +8.6% | +8.0% |
| 6M | -27.8% | -13.7% | -14.0% | -24.5% |
| YTD | -41.1% | -20.4% | -20.7% | -36.9% |
| 1Y | -58.7% | -17.0% | -41.7% | -57.7% |
| All | -80.9% | -9.7% | -71.2% | -78.2% |
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 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