+15.7%
GEHC vs FN
-25.7%
+41.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -6.0% | +12.4% | +6.2% |
| 7D | +13.2% | -7.0% | +20.2% | +13.0% |
| 30D | +30.6% | -24.7% | +55.3% | +29.7% |
| 3M | +22.2% | -35.7% | +57.9% | +21.1% |
| 6M | +40.8% | -52.4% | +93.2% | +42.1% |
| YTD | +4.8% | -25.0% | +29.8% | +2.5% |
| 1Y | +15.7% | -25.7% | +41.4% | +13.8% |
| All | +15.7% | -25.7% | +41.5% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling