+17.5%
GEHC vs FND
-38.2%
+55.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.4% | +0.4% |
| 7D | -2.3% | -5.1% | +2.8% | -0.7% |
| 30D | +19.0% | +9.2% | +9.8% | +15.5% |
| 3M | +13.3% | -17.7% | +31.0% | +19.6% |
| 6M | +31.5% | +2.5% | +29.1% | +27.5% |
| YTD | 0.0% | -19.8% | +19.8% | +3.9% |
| 1Y | +9.4% | -22.7% | +32.0% | +14.9% |
| All | +17.5% | -38.2% | +55.7% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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