+39.3%
GEHC vs FN
+154.7%
-115.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.3% | +8.7% | +1.8% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | +21.3% | -16.5% | +37.9% | +22.1% |
| 3M | +12.6% | -42.1% | +54.7% | +15.5% |
| 6M | +34.3% | -52.9% | +87.2% | +39.6% |
| YTD | +1.4% | -28.0% | +29.4% | -0.3% |
| 1Y | +12.5% | -18.5% | +31.0% | +8.8% |
| 3Y | +19.2% | +93.9% | -74.7% | +1.3% |
| All | +39.3% | +154.7% | -115.4% | +16.1% |
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