+12.7%
GEHC vs FICO
-58.5%
+71.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.0% | -1.2% |
| 7D | -3.7% | +4.0% | -7.7% | -4.1% |
| 30D | +22.0% | -1.5% | +23.5% | +21.9% |
| 3M | +13.6% | -29.8% | +43.4% | +17.6% |
| 6M | +34.0% | -33.3% | +67.3% | +40.4% |
| YTD | +0.9% | -56.9% | +57.8% | +16.3% |
| 1Y | +12.7% | -59.5% | +72.2% | +31.7% |
| All | +12.7% | -58.5% | +71.2% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling