+19.2%
GEHC vs FLR
+35.7%
-16.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.6% |
| 7D | +0.8% | +5.4% | -4.6% | 0.0% |
| 30D | +21.3% | +2.8% | +18.5% | +20.6% |
| 3M | +12.6% | -6.4% | +19.0% | +13.3% |
| 6M | +34.3% | +8.8% | +25.5% | +30.1% |
| YTD | +1.4% | +23.6% | -22.2% | -5.4% |
| 1Y | +12.5% | +13.8% | -1.3% | +6.6% |
| 3Y | +19.2% | +36.5% | -17.3% | -5.7% |
| All | +19.2% | +35.7% | -16.5% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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