+15.5%
GEHC vs FTV
+16.6%
-1.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -0.7% |
| 7D | -4.0% | -4.5% | +0.5% | -1.7% |
| 30D | -2.0% | -7.1% | +5.1% | +1.8% |
| 3M | +8.0% | -7.2% | +15.1% | +11.1% |
| 6M | -12.8% | -1.5% | -11.3% | -13.6% |
| YTD | -15.9% | +3.5% | -19.4% | -19.7% |
| 1Y | -6.9% | +20.3% | -27.3% | -19.1% |
| 3Y | 0.0% | -3.1% | +3.1% | -3.7% |
| All | +15.5% | +16.6% | -1.1% | +0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling