+15.7%
GEHC vs FTI
+57.1%
-41.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -3.4% | +9.7% | +5.9% |
| 7D | +13.2% | -9.7% | +22.8% | +11.9% |
| 30D | +30.6% | -8.2% | +38.8% | +29.4% |
| 3M | +22.2% | -7.8% | +30.0% | +21.5% |
| 6M | +40.8% | -13.4% | +54.3% | +40.2% |
| YTD | +4.8% | +45.1% | -40.2% | -10.5% |
| 1Y | +15.7% | +54.6% | -38.9% | -3.9% |
| All | +15.7% | +57.1% | -41.4% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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