+14.4%
FIX vs GEHC
+15.6%
-1.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +6.4% | -21.5% | -14.0% |
| 7D | -18.9% | +13.2% | -32.1% | -17.3% |
| 30D | -36.3% | +30.6% | -66.9% | -34.1% |
| 3M | -38.5% | +22.2% | -60.7% | -36.6% |
| 6M | -42.3% | +40.8% | -83.1% | -41.2% |
| YTD | +17.1% | +4.8% | +12.3% | +22.7% |
| 1Y | +14.4% | +15.7% | -1.3% | +15.3% |
| All | +14.4% | +15.6% | -1.2% | +15.3% |
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