+40.3%
GEHC vs FFIV
+111.5%
-71.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | +3.7% | -4.2% | +7.9% | +4.5% |
| 30D | +27.3% | -33.9% | +61.2% | +36.6% |
| 3M | +14.7% | -22.6% | +37.4% | +17.8% |
| 6M | +31.9% | -10.4% | +42.3% | +27.8% |
| YTD | +2.2% | +24.3% | -22.1% | -14.1% |
| 1Y | +14.1% | +31.8% | -17.7% | -6.6% |
| 3Y | +21.0% | +99.5% | -78.5% | -19.2% |
| All | +40.3% | +111.5% | -71.2% | -10.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling