-18.8%
GEHC vs FPS
+24.3%
-43.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.1% | -6.1% | -3.0% |
| 7D | -5.2% | +10.4% | -15.6% | -5.2% |
| 30D | -7.0% | -16.5% | +9.6% | -6.8% |
| 3M | +3.3% | -45.5% | +48.8% | +7.7% |
| 6M | -10.0% | +2.1% | -12.1% | -14.0% |
| All | -18.8% | +24.3% | -43.1% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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