-1.7%
GEHC vs FLR
+56.0%
-57.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -1.9% |
| 7D | -7.6% | -3.1% | -4.5% | -7.2% |
| 30D | -10.7% | +4.9% | -15.6% | -11.4% |
| 3M | -1.2% | +10.8% | -12.0% | -3.9% |
| 6M | -13.7% | +19.7% | -33.4% | -18.2% |
| YTD | -20.4% | +38.4% | -58.8% | -27.1% |
| 1Y | -17.0% | +34.7% | -51.7% | -23.8% |
| All | -1.7% | +56.0% | -57.7% | -22.1% |
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