-14.2%
GEHC vs FIGR
+6.3%
-20.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.4% | -9.4% | -3.0% |
| 7D | -5.2% | +13.5% | -18.7% | -5.1% |
| 30D | -7.0% | +33.7% | -40.7% | -6.8% |
| 3M | +3.3% | +37.3% | -34.0% | +3.5% |
| 6M | -10.0% | +25.5% | -35.5% | -9.7% |
| YTD | -18.5% | -6.3% | -12.2% | -18.3% |
| All | -14.2% | +6.3% | -20.5% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded FIGR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling