+7.2%
GEHC vs RBA
+57.9%
-50.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.8% | -4.3% | -1.7% |
| 7D | -7.2% | +0.1% | -7.2% | -7.2% |
| 30D | -11.6% | -2.9% | -8.6% | -10.8% |
| 3M | -0.8% | -20.9% | +20.1% | +5.9% |
| 6M | -11.9% | -17.7% | +5.8% | -7.4% |
| YTD | -21.9% | -18.2% | -3.8% | -18.3% |
| 1Y | -17.8% | -29.1% | +11.2% | -9.5% |
| 3Y | -3.5% | +29.5% | -33.1% | -11.4% |
| All | +7.2% | +57.9% | -50.7% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling