+3.4%
GEHC vs FTI
+284.3%
-280.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.6% |
| 7D | -5.2% | -0.2% | -5.0% | -5.1% |
| 30D | -7.0% | +12.3% | -19.3% | -9.4% |
| 3M | +3.3% | +13.8% | -10.4% | -0.3% |
| 6M | -10.0% | +24.3% | -34.3% | -16.2% |
| YTD | -18.5% | +75.8% | -94.2% | -32.0% |
| 1Y | -14.4% | +99.6% | -114.0% | -31.6% |
| 3Y | +3.4% | +278.4% | -275.0% | -30.1% |
| All | +3.4% | +284.3% | -280.8% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling