+15.7%
GEHC vs FANG
+32.3%
-16.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -4.9% | +11.3% | +5.6% |
| 7D | +13.2% | -11.3% | +24.5% | +11.3% |
| 30D | +30.6% | -0.7% | +31.3% | +30.3% |
| 3M | +22.2% | -4.2% | +26.4% | +21.7% |
| 6M | +40.8% | -13.5% | +54.3% | +37.7% |
| YTD | +4.8% | +23.7% | -18.9% | +2.1% |
| 1Y | +15.7% | +34.3% | -18.6% | +17.3% |
| All | +15.7% | +32.3% | -16.5% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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