+7.2%
GEHC vs FTI
+580.7%
-573.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | -7.2% | -4.4% | -2.8% | -6.4% |
| 30D | -11.6% | +1.5% | -13.0% | -11.8% |
| 3M | -0.8% | +8.2% | -9.0% | -2.8% |
| 6M | -11.9% | +18.8% | -30.7% | -16.1% |
| YTD | -21.9% | +71.7% | -93.6% | -32.3% |
| 1Y | -17.8% | +90.0% | -107.9% | -30.6% |
| 3Y | -3.5% | +270.5% | -274.0% | -29.3% |
| All | +7.2% | +580.7% | -573.5% | -30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling