+41.0%
GEHC vs RBA
+80.9%
-39.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +1.2% |
| 7D | +5.6% | +2.5% | +3.1% | +4.8% |
| 30D | +27.9% | +11.6% | +16.3% | +23.5% |
| 3M | +17.1% | +1.5% | +15.6% | +16.3% |
| 6M | +32.5% | -6.6% | +39.2% | +33.9% |
| YTD | +2.7% | -6.3% | +8.9% | +2.7% |
| 1Y | +15.3% | -4.0% | +19.2% | +14.3% |
| 3Y | +23.7% | +47.3% | -23.6% | +9.0% |
| All | +41.0% | +80.9% | -39.9% | +15.9% |
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