+15.5%
GEHC vs FICO
+56.9%
-41.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -16.7% | +15.4% | +2.1% |
| 7D | -4.0% | -19.2% | +15.2% | -0.2% |
| 30D | -2.0% | -14.6% | +12.6% | +0.7% |
| 3M | +8.0% | -20.1% | +28.1% | +12.0% |
| 6M | -12.8% | -36.3% | +23.6% | -5.6% |
| YTD | -15.9% | -44.9% | +28.9% | -6.2% |
| 1Y | -6.9% | -38.6% | +31.7% | +0.1% |
| 3Y | 0.0% | +4.0% | -4.0% | -12.6% |
| All | +15.5% | +56.9% | -41.5% | -18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling