-16.2%
GEHC vs FIGR
+5.9%
-22.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.4% |
| 7D | -7.6% | +14.9% | -22.5% | -7.6% |
| 30D | -10.7% | +32.3% | -42.9% | -10.5% |
| 3M | -1.2% | +34.8% | -36.0% | -1.0% |
| 6M | -13.7% | +16.8% | -30.5% | -13.4% |
| YTD | -20.4% | -6.7% | -13.8% | -20.3% |
| All | -16.2% | +5.9% | -22.1% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling