+7.2%
GEHC vs FOXA
+119.5%
-112.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.6% | -0.8% |
| 7D | -7.2% | +0.8% | -8.0% | -7.4% |
| 30D | -11.6% | +5.0% | -16.6% | -13.0% |
| 3M | -0.8% | -3.0% | +2.2% | -0.9% |
| 6M | -11.9% | +14.8% | -26.7% | -17.0% |
| YTD | -21.9% | -8.9% | -13.0% | -20.3% |
| 1Y | -17.8% | +13.3% | -31.2% | -23.0% |
| 3Y | -3.5% | +115.4% | -118.9% | -26.6% |
| All | +7.2% | +119.5% | -112.3% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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