+37.3%
GEHC vs FTI
+478.9%
-441.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -2.3% | +5.4% | -7.7% | -3.2% |
| 30D | +19.0% | -8.2% | +27.2% | +20.5% |
| 3M | +13.3% | -13.7% | +27.0% | +15.9% |
| 6M | +31.5% | -11.2% | +42.7% | +33.2% |
| YTD | 0.0% | +46.0% | -46.0% | -11.0% |
| 1Y | +9.4% | +51.8% | -42.4% | -3.5% |
| 3Y | +18.3% | +206.7% | -188.4% | -10.7% |
| All | +37.3% | +478.9% | -441.6% | -8.6% |
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