+40.3%
GEHC vs FITB
+99.3%
-59.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.3% |
| 7D | +3.7% | +0.5% | +3.2% | +3.6% |
| 30D | +27.3% | +7.0% | +20.3% | +24.3% |
| 3M | +14.7% | -4.4% | +19.1% | +16.4% |
| 6M | +31.9% | +11.6% | +20.4% | +26.3% |
| YTD | +2.2% | +18.6% | -16.4% | -4.6% |
| 1Y | +14.1% | +29.8% | -15.8% | +3.1% |
| 3Y | +21.0% | +140.7% | -119.7% | -6.7% |
| All | +40.3% | +99.3% | -59.0% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling