-17.8%
GEHC vs FOXA
+16.6%
-34.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.6% | -0.6% |
| 7D | -7.2% | +0.8% | -8.0% | -7.3% |
| 30D | -11.6% | +5.0% | -16.6% | -12.2% |
| 3M | -0.8% | -3.0% | +2.2% | -2.1% |
| 6M | -11.9% | +14.8% | -26.7% | -14.1% |
| YTD | -21.9% | -8.9% | -13.0% | -21.5% |
| 1Y | -17.8% | +13.3% | -31.2% | -18.4% |
| All | -17.8% | +16.6% | -34.4% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling