+38.6%
GEHC vs FDS
-21.4%
+59.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.0% | -1.9% |
| 7D | -3.7% | -2.1% | -1.6% | -3.2% |
| 30D | +22.0% | +16.0% | +6.0% | +17.5% |
| 3M | +13.6% | +18.8% | -5.2% | +8.4% |
| 6M | +34.0% | +54.1% | -20.1% | +18.8% |
| YTD | +0.9% | +17.0% | -16.1% | -2.2% |
| 1Y | +12.7% | +25.5% | -12.8% | +6.0% |
| 3Y | +19.4% | -23.3% | +42.8% | +35.5% |
| All | +38.6% | -21.4% | +59.9% | +54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling