+40.3%
GEHC vs FN
+170.6%
-130.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.3% | -0.2% |
| 7D | +3.7% | -4.1% | +7.8% | +3.8% |
| 30D | +27.3% | -28.3% | +55.6% | +29.3% |
| 3M | +14.7% | -33.9% | +48.6% | +16.8% |
| 6M | +31.9% | -43.9% | +75.8% | +35.1% |
| YTD | +2.2% | -23.4% | +25.6% | +0.2% |
| 1Y | +14.1% | -25.4% | +39.5% | +11.9% |
| 3Y | +21.0% | +107.9% | -86.9% | +2.5% |
| All | +40.3% | +170.6% | -130.3% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling