+3.4%
GEHC vs FTV
-3.2%
+6.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.3% | -2.6% |
| 7D | -5.2% | -0.4% | -4.8% | -5.0% |
| 30D | -7.0% | -8.3% | +1.4% | -2.4% |
| 3M | +3.3% | -7.4% | +10.7% | +6.5% |
| 6M | -10.0% | -1.2% | -8.8% | -11.3% |
| YTD | -18.5% | +2.7% | -21.2% | -22.3% |
| 1Y | -14.4% | +18.4% | -32.8% | -26.2% |
| 3Y | +3.4% | -2.0% | +5.5% | +1.5% |
| All | +3.4% | -3.2% | +6.6% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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