+41.0%
GEHC vs FFIV
+111.8%
-70.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.6% |
| 7D | +5.6% | -2.1% | +7.7% | +6.0% |
| 30D | +27.9% | -33.8% | +61.7% | +37.2% |
| 3M | +17.1% | -20.6% | +37.8% | +19.5% |
| 6M | +32.5% | -10.2% | +42.8% | +28.4% |
| YTD | +2.7% | +24.5% | -21.8% | -13.8% |
| 1Y | +15.3% | +29.3% | -14.0% | -4.8% |
| 3Y | +23.7% | +103.8% | -80.1% | -18.1% |
| All | +41.0% | +111.8% | -70.9% | -10.4% |
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