+38.2%
GEHC vs FE
+29.8%
+8.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +7.6% | 0.0% | +7.6% | +7.6% |
| 30D | +27.5% | +5.2% | +22.3% | +25.8% |
| 3M | +17.2% | 0.0% | +17.3% | +17.2% |
| 6M | +33.6% | +5.0% | +28.6% | +31.6% |
| YTD | +0.6% | +7.9% | -7.3% | -1.5% |
| 1Y | +11.3% | +6.3% | +5.0% | +9.2% |
| 3Y | +16.5% | +46.0% | -29.5% | +3.5% |
| All | +38.2% | +29.8% | +8.4% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling