+448.7%
FIX vs GEHC
+15.6%
+433.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.6% | +7.1% | +5.8% |
| 7D | -17.5% | +7.6% | -25.0% | -19.2% |
| 30D | -41.6% | +27.5% | -69.0% | -45.5% |
| 3M | -40.6% | +17.2% | -57.8% | -43.4% |
| 6M | -49.4% | +33.6% | -83.0% | -54.7% |
| YTD | +9.2% | +0.6% | +8.5% | +9.0% |
| 1Y | +6.5% | +11.3% | -4.8% | +1.1% |
| 3Y | +448.7% | +16.5% | +432.2% | +382.7% |
| All | +448.7% | +15.6% | +433.2% | +382.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling