-17.8%
GEHC vs FANG
+52.7%
-70.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -7.2% | +2.9% | -10.0% | -6.9% |
| 30D | -11.6% | +2.6% | -14.2% | -11.3% |
| 3M | -0.8% | +7.6% | -8.4% | -0.1% |
| 6M | -11.9% | +17.3% | -29.2% | -12.0% |
| YTD | -21.9% | +38.7% | -60.6% | -23.3% |
| 1Y | -17.8% | +51.6% | -69.5% | -18.5% |
| All | -17.8% | +52.7% | -70.5% | -18.5% |
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