+38.2%
GEHC vs FICO
+18.6%
+19.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | +7.6% | -0.9% | +8.5% | +7.7% |
| 30D | +27.5% | +3.3% | +24.1% | +26.2% |
| 3M | +17.2% | -31.7% | +49.0% | +23.4% |
| 6M | +33.6% | -34.0% | +67.6% | +40.9% |
| YTD | +0.6% | -58.3% | +59.0% | +16.3% |
| 1Y | +11.3% | -57.9% | +69.2% | +28.2% |
| 3Y | +16.5% | -24.1% | +40.6% | +7.1% |
| All | +38.2% | +18.6% | +19.6% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling