+9.5%
GEHC vs FBTC
+42.6%
-33.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.5% | +4.9% | +1.8% |
| 7D | +0.8% | -9.2% | +9.9% | +1.7% |
| 30D | +21.3% | -15.8% | +37.1% | +23.3% |
| 3M | +12.6% | +8.7% | +3.9% | +11.5% |
| 6M | +34.3% | -13.6% | +47.9% | +36.1% |
| YTD | +1.4% | -21.5% | +22.9% | +3.6% |
| 1Y | +12.5% | -29.9% | +42.4% | +16.2% |
| All | +9.5% | +42.6% | -33.1% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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