+10.9%
GEHC vs FIS
-55.4%
+66.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.1% | +5.2% | -0.1% |
| 7D | -2.3% | -3.5% | +1.2% | -1.8% |
| 30D | +19.0% | -19.4% | +38.5% | +19.3% |
| 3M | +13.3% | -31.6% | +44.9% | +19.5% |
| 6M | +31.5% | -32.5% | +64.1% | +39.5% |
| YTD | 0.0% | -56.0% | +55.9% | +31.2% |
| All | +10.9% | -55.4% | +66.3% | +44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling