+41.0%
GEHC vs FDS
-23.3%
+64.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | +5.6% | -5.0% | +10.6% | +7.0% |
| 30D | +27.9% | +13.8% | +14.1% | +23.8% |
| 3M | +17.1% | +14.8% | +2.3% | +12.8% |
| 6M | +32.5% | +47.4% | -14.8% | +18.9% |
| YTD | +2.7% | +14.2% | -11.5% | +0.1% |
| 1Y | +15.3% | +26.6% | -11.4% | +7.6% |
| 3Y | +23.7% | -24.4% | +48.1% | +40.8% |
| All | +41.0% | -23.3% | +64.2% | +58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling