-15.2%
GEHC vs FRMI
-78.1%
+62.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.4% |
| 7D | -7.2% | +7.4% | -14.6% | -7.0% |
| 30D | -11.6% | -27.6% | +16.1% | -12.1% |
| 3M | -0.8% | -20.9% | +20.0% | -1.0% |
| 6M | -11.9% | -36.6% | +24.7% | -12.4% |
| YTD | -21.9% | -31.3% | +9.3% | -22.1% |
| All | -15.2% | -78.1% | +62.9% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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