+41.0%
GEHC vs FICO
+21.8%
+19.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | +1.6% |
| 7D | +5.6% | -0.1% | +5.7% | +5.6% |
| 30D | +27.9% | +8.4% | +19.5% | +25.7% |
| 3M | +17.1% | -30.5% | +47.6% | +23.0% |
| 6M | +32.5% | -35.7% | +68.3% | +40.7% |
| YTD | +2.7% | -57.2% | +59.8% | +18.1% |
| 1Y | +15.3% | -58.4% | +73.7% | +33.4% |
| 3Y | +23.7% | -24.8% | +48.5% | +14.6% |
| All | +41.0% | +21.8% | +19.1% | +2.7% |
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