+3.4%
GEHC vs FITB
+133.7%
-130.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.4% | -2.7% |
| 7D | -5.2% | +2.8% | -8.0% | -6.4% |
| 30D | -7.0% | -4.5% | -2.4% | -5.1% |
| 3M | +3.3% | +5.7% | -2.3% | +0.4% |
| 6M | -10.0% | +17.1% | -27.1% | -16.7% |
| YTD | -18.5% | +18.3% | -36.8% | -25.3% |
| 1Y | -14.4% | +23.9% | -38.3% | -23.4% |
| 3Y | +3.4% | +131.1% | -127.7% | -27.4% |
| All | +3.4% | +133.7% | -130.2% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling