+38.2%
GEHC vs FGI
-36.6%
+74.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.6% |
| 7D | +7.6% | -7.0% | +14.5% | +7.6% |
| 30D | +27.5% | -4.2% | +31.7% | +27.5% |
| 3M | +17.2% | +55.6% | -38.4% | +16.5% |
| 6M | +33.6% | -3.2% | +36.7% | +32.9% |
| YTD | +0.6% | +29.1% | -28.5% | -0.1% |
| 1Y | +11.3% | +51.0% | -39.7% | +10.5% |
| 3Y | +16.5% | +1.5% | +15.0% | +16.8% |
| All | +38.2% | -36.6% | +74.7% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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