+15.7%
GEHC vs FFIV
+33.5%
-17.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.4% | +6.8% | +6.3% |
| 7D | +13.2% | -9.8% | +23.0% | +11.5% |
| 30D | +30.6% | -28.1% | +58.7% | +25.1% |
| 3M | +22.2% | -20.0% | +42.2% | +18.4% |
| 6M | +40.8% | -0.1% | +40.9% | +35.4% |
| YTD | +4.8% | +29.2% | -24.3% | -6.4% |
| 1Y | +15.7% | +36.6% | -20.9% | -0.2% |
| All | +15.7% | +33.5% | -17.8% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling