+21.0%
GEHC vs FITB
+142.3%
-121.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.3% |
| 7D | +3.7% | +0.5% | +3.2% | +3.5% |
| 30D | +27.3% | +7.0% | +20.3% | +23.4% |
| 3M | +14.7% | -4.4% | +19.1% | +16.9% |
| 6M | +31.9% | +11.6% | +20.4% | +24.5% |
| YTD | +2.2% | +18.6% | -16.4% | -7.0% |
| 1Y | +14.1% | +29.8% | -15.8% | -0.6% |
| 3Y | +21.0% | +140.7% | -119.7% | -15.4% |
| All | +21.0% | +142.3% | -121.4% | -15.4% |
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