+41.0%
GEHC vs FDX
+143.8%
-102.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.5% | -1.5% | +0.9% |
| 7D | +5.6% | +0.2% | +5.4% | +5.6% |
| 30D | +27.9% | +9.3% | +18.6% | +24.3% |
| 3M | +17.1% | +0.5% | +16.7% | +16.8% |
| 6M | +32.5% | +5.3% | +27.2% | +29.7% |
| YTD | +2.7% | +38.6% | -35.9% | -8.5% |
| 1Y | +15.3% | +53.5% | -38.3% | -0.7% |
| 3Y | +23.7% | +74.2% | -50.6% | -0.5% |
| All | +41.0% | +143.8% | -102.9% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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