+40.3%
GEHC vs FIS
-57.4%
+97.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | +3.7% | -27.4% | +31.1% | +10.5% |
| 30D | +27.3% | -16.8% | +44.1% | +30.0% |
| 3M | +14.7% | -32.6% | +47.4% | +24.8% |
| 6M | +31.9% | -33.4% | +65.3% | +43.9% |
| YTD | +2.2% | -56.0% | +58.2% | +26.0% |
| 1Y | +14.1% | -55.1% | +69.2% | +39.7% |
| 3Y | +21.0% | -41.4% | +62.4% | +42.4% |
| All | +40.3% | -57.4% | +97.7% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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