+9.3%
GEHC vs FDS
-34.4%
+43.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.0% | -1.5% |
| 7D | -7.6% | -8.8% | +1.1% | -5.4% |
| 30D | -10.7% | -1.4% | -9.3% | -10.4% |
| 3M | -1.2% | +13.9% | -15.1% | -4.8% |
| 6M | -13.7% | +27.4% | -41.1% | -20.1% |
| YTD | -20.4% | -2.5% | -18.0% | -19.1% |
| 1Y | -17.0% | -23.8% | +6.7% | -6.9% |
| 3Y | +0.9% | -32.5% | +33.4% | +18.5% |
| All | +9.3% | -34.4% | +43.7% | +27.7% |
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