+859.9%
FIX vs GEHC
+34.3%
+825.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.0% | +7.4% | +8.9% |
| 7D | -7.2% | +5.6% | -12.9% | -8.7% |
| 30D | -35.1% | +27.9% | -63.0% | -39.5% |
| 3M | -34.3% | +17.1% | -51.4% | -37.3% |
| 6M | -42.9% | +32.5% | -75.5% | -48.4% |
| YTD | +19.5% | +2.7% | +16.8% | +17.9% |
| 1Y | +16.8% | +15.3% | +1.5% | +9.7% |
| 3Y | +506.7% | +23.7% | +483.0% | +446.1% |
| All | +859.9% | +34.3% | +825.7% | +765.1% |
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