+860.1%
FIX vs GEHC
+32.6%
+827.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.7% |
| 7D | +9.4% | +0.8% | +8.7% | +9.2% |
| 30D | -27.8% | +21.3% | -49.1% | -31.6% |
| 3M | -35.6% | +12.6% | -48.1% | -37.8% |
| 6M | -45.2% | +34.3% | -79.5% | -50.8% |
| YTD | +19.5% | +1.4% | +18.1% | +18.2% |
| 1Y | +24.2% | +12.5% | +11.8% | +17.6% |
| 3Y | +494.2% | +19.2% | +474.9% | +439.7% |
| All | +860.1% | +32.6% | +827.5% | +767.7% |
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 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