+15.5%
GEHC vs FFIV
+160.3%
-144.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -4.0% | -1.0% | -3.0% | -3.8% |
| 30D | -2.0% | -5.1% | +3.1% | -0.8% |
| 3M | +8.0% | -4.5% | +12.4% | +8.3% |
| 6M | -12.8% | +36.5% | -49.2% | -23.6% |
| YTD | -15.9% | +53.0% | -68.9% | -30.4% |
| 1Y | -6.9% | +24.2% | -31.1% | -16.5% |
| 3Y | 0.0% | +137.2% | -137.3% | -33.5% |
| All | +15.5% | +160.3% | -144.9% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling