+9.3%
GEHC vs FTV
+14.2%
-5.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.8% |
| 7D | -7.6% | -1.3% | -6.4% | -7.0% |
| 30D | -10.7% | -9.5% | -1.1% | -6.0% |
| 3M | -1.2% | -10.9% | +9.7% | +4.0% |
| 6M | -13.7% | -0.6% | -13.1% | -15.0% |
| YTD | -20.4% | +1.4% | -21.8% | -23.2% |
| 1Y | -17.0% | +17.6% | -34.7% | -27.0% |
| 3Y | +0.9% | -3.3% | +4.2% | -2.4% |
| All | +9.3% | +14.2% | -5.0% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling