+37.3%
GEHC vs FITB
+98.2%
-61.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -2.3% | +0.8% | -3.1% | -2.6% |
| 30D | +19.0% | +7.3% | +11.7% | +16.1% |
| 3M | +13.3% | -6.3% | +19.6% | +15.8% |
| 6M | +31.5% | +12.6% | +19.0% | +25.5% |
| YTD | 0.0% | +18.0% | -18.0% | -6.5% |
| 1Y | +9.4% | +28.9% | -19.5% | -0.9% |
| 3Y | +18.3% | +139.4% | -121.1% | -8.5% |
| All | +37.3% | +98.2% | -61.0% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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