+40.5%
GEHC vs FICO
+19.1%
+21.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.5% |
| 7D | +9.6% | -0.3% | +9.8% | +9.6% |
| 30D | +29.4% | +1.7% | +27.7% | +28.4% |
| 3M | +19.3% | -35.2% | +54.5% | +26.9% |
| 6M | +37.4% | -33.7% | +71.0% | +44.7% |
| YTD | +2.3% | -58.2% | +60.5% | +18.2% |
| 1Y | +11.0% | -56.6% | +67.6% | +26.9% |
| 3Y | +17.6% | -24.0% | +41.6% | +8.2% |
| All | +40.5% | +19.1% | +21.4% | +2.8% |
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