+15.5%
GEHC vs FDS
-29.1%
+44.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.3% |
| 7D | -4.0% | -1.9% | -2.1% | -3.6% |
| 30D | -2.0% | +9.0% | -11.0% | -4.2% |
| 3M | +8.0% | +18.9% | -10.9% | +2.9% |
| 6M | -12.8% | +35.1% | -47.9% | -20.3% |
| YTD | -15.9% | +5.5% | -21.4% | -16.2% |
| 1Y | -6.9% | -16.8% | +9.9% | +2.0% |
| 3Y | 0.0% | -28.1% | +28.0% | +15.4% |
| All | +15.5% | -29.1% | +44.5% | +32.2% |
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