+37.3%
GEHC vs FDS
-22.1%
+59.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -2.3% | -2.6% | +0.3% | -1.7% |
| 30D | +19.0% | +14.1% | +5.0% | +15.1% |
| 3M | +13.3% | +19.8% | -6.5% | +7.9% |
| 6M | +31.5% | +55.0% | -23.4% | +16.4% |
| YTD | 0.0% | +15.9% | -15.9% | -2.9% |
| 1Y | +9.4% | +24.2% | -14.8% | +3.1% |
| 3Y | +18.3% | -24.0% | +42.4% | +34.6% |
| All | +37.3% | -22.1% | +59.4% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling