+12.0%
GEHC vs FDX
+139.3%
-127.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.4% | -2.2% |
| 7D | -5.2% | -3.3% | -1.9% | -4.2% |
| 30D | -7.0% | -1.4% | -5.6% | -6.6% |
| 3M | +3.3% | -4.5% | +7.8% | +4.6% |
| 6M | -10.0% | +9.4% | -19.4% | -13.3% |
| YTD | -18.5% | +36.0% | -54.5% | -26.9% |
| 1Y | -14.4% | +75.5% | -89.9% | -29.4% |
| 3Y | +3.4% | +62.8% | -59.4% | -15.4% |
| All | +12.0% | +139.3% | -127.3% | -13.7% |
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