+9.3%
GEHC vs FTI
+593.8%
-584.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -7.6% | -2.3% | -5.3% | -7.2% |
| 30D | -10.7% | +5.0% | -15.7% | -11.5% |
| 3M | -1.2% | +13.8% | -15.1% | -4.2% |
| 6M | -13.7% | +22.9% | -36.6% | -18.5% |
| YTD | -20.4% | +75.0% | -95.4% | -31.2% |
| 1Y | -17.0% | +96.9% | -113.9% | -30.5% |
| 3Y | +0.9% | +276.7% | -275.8% | -26.3% |
| All | +9.3% | +593.8% | -584.6% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling