+14.6%
GEHC vs FFIV
+28.8%
-14.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +2.3% |
| 7D | +5.6% | -2.1% | +7.7% | +5.3% |
| 30D | +27.9% | -33.8% | +61.7% | +21.3% |
| 3M | +17.1% | -20.6% | +37.8% | +13.2% |
| 6M | +32.5% | -10.2% | +42.8% | +27.1% |
| YTD | +2.7% | +24.5% | -21.8% | -8.9% |
| All | +14.6% | +28.8% | -14.2% | -1.5% |
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