+12.0%
GEHC vs FFIV
+159.7%
-147.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -5.2% | -1.5% | -3.6% | -4.8% |
| 30D | -7.0% | -2.7% | -4.3% | -6.5% |
| 3M | +3.3% | -1.7% | +5.0% | +2.7% |
| 6M | -10.0% | +36.1% | -46.1% | -21.1% |
| YTD | -18.5% | +52.6% | -71.1% | -32.5% |
| 1Y | -14.4% | +21.5% | -35.9% | -22.4% |
| 3Y | +3.4% | +142.7% | -139.3% | -31.8% |
| All | +12.0% | +159.7% | -147.8% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling