-17.8%
GEHC vs FTI
+89.7%
-107.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.4% |
| 7D | -7.2% | -4.4% | -2.8% | -7.4% |
| 30D | -11.6% | +1.5% | -13.0% | -11.4% |
| 3M | -0.8% | +8.2% | -9.0% | -0.2% |
| 6M | -11.9% | +18.8% | -30.7% | -13.6% |
| YTD | -21.9% | +71.7% | -93.6% | -28.5% |
| 1Y | -17.8% | +90.0% | -107.9% | -28.4% |
| All | -17.8% | +89.7% | -107.5% | -28.4% |
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