+38.2%
GEHC vs FN
+154.0%
-115.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +11.7% | -13.3% | -2.2% |
| 7D | +7.6% | 0.0% | +7.6% | +7.4% |
| 30D | +27.5% | -34.3% | +61.8% | +30.1% |
| 3M | +17.2% | -39.9% | +57.1% | +20.0% |
| 6M | +33.6% | -51.8% | +85.4% | +38.5% |
| YTD | +0.6% | -28.1% | +28.8% | -1.0% |
| 1Y | +11.3% | -29.1% | +40.4% | +9.4% |
| 3Y | +16.5% | +102.4% | -85.9% | -1.3% |
| All | +38.2% | +154.0% | -115.8% | +15.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling