+7.7%
GEHC vs FANG
+75.4%
-67.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.7% |
| 7D | -7.9% | +1.2% | -9.1% | -8.1% |
| 30D | -11.7% | +2.4% | -14.1% | -12.1% |
| 3M | +0.8% | +5.1% | -4.3% | -0.4% |
| 6M | -11.6% | +16.4% | -28.0% | -15.7% |
| YTD | -21.6% | +39.0% | -60.5% | -28.9% |
| 1Y | -15.3% | +50.6% | -65.9% | -25.2% |
| 3Y | -0.5% | +46.9% | -47.4% | -13.3% |
| All | +7.7% | +75.4% | -67.7% | -7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling