-17.8%
GEHC vs FIGR
-3.1%
-14.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.2% | -0.5% |
| 7D | -7.2% | -3.0% | -4.1% | -7.2% |
| 30D | -11.6% | +13.7% | -25.2% | -11.4% |
| 3M | -0.8% | +23.9% | -24.7% | -0.6% |
| 6M | -11.9% | -8.4% | -3.5% | -11.9% |
| YTD | -21.9% | -14.6% | -7.3% | -21.8% |
| 1Y | -17.8% | +12.1% | -29.9% | -16.8% |
| All | -17.8% | -3.1% | -14.7% | -16.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling