-80.3%
FIG vs GEHC
-7.5%
-72.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.0% | -2.7% | -4.8% |
| 7D | -16.4% | -5.2% | -11.2% | -15.1% |
| 30D | -2.3% | -7.0% | +4.6% | -0.3% |
| 3M | +7.8% | +3.3% | +4.5% | +7.1% |
| 6M | -21.8% | -10.0% | -11.9% | -19.3% |
| YTD | -39.1% | -18.5% | -20.7% | -35.2% |
| 1Y | -56.6% | -14.4% | -42.2% | -55.6% |
| All | -80.3% | -7.5% | -72.8% | -77.6% |
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 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