+37.3%
GEHC vs FICO
+20.8%
+16.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.7% |
| 7D | -2.3% | +1.4% | -3.7% | -2.5% |
| 30D | +19.0% | -0.8% | +19.8% | +18.8% |
| 3M | +13.3% | -31.3% | +44.6% | +19.2% |
| 6M | +31.5% | -33.9% | +65.5% | +38.8% |
| YTD | 0.0% | -57.6% | +57.5% | +15.2% |
| 1Y | +9.4% | -59.7% | +69.0% | +27.4% |
| 3Y | +18.3% | -28.0% | +46.4% | +11.1% |
| All | +37.3% | +20.8% | +16.5% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling